Hi Pedro,
that's a very good question. I operate using QSK nearly 100% of the time and wouldn't want to miss it ever again. My primary transceiver is the Elecraft K2, and for portable operations I use the K1, both of which are excellent QSK rigs. Occasionally (on VHF mostly) I use a FT-857D and when I transmit without being able to hear what's going on on my frequency I am getting anxious

)
Breaking in during a conversation is only
one of the possible use cases of QSK, and you're right, it is something you don't hear a lot on the air in standard QSOs (although it is not uncommon among those rag chewing at higher speeds, but considered impolite when used excessively!).
For me, the important thing is to hear what is going on on my frequency during my transmission: Operating at low power (typically running 10W into compromise antennas at home), it often happens that someone who doesn't hear me starts calling CQ over me while I am actually in a QSO. If I hear that, I can immediately react, stop my transmission wait for the CQ to be over, hope for my QSO partner to inform the CQing station, etc. If I was not using QSK, I'd be oblivious to all this and it makes it a lot more difficult to finish the QSO.
Similarly, when conditions change, my weak QRP signal often fades out at my QSO partner's side and they may think my transmission is over, so they come back to me and again, with QSK I immediately notice this and can react.
When calling other stations, be it a normal station that called CQ, or a special event station/DXpedition, or in a contest, QSK gives me the possibility to call carefully without missing out what's happening on the frequency, so I can again adapt to the situation on the frequency and possibly avoid generating QRM to others.
Finally, when I regularly had the pleasure to operate with high power and Yagis, and we still had sunspots, QSK often allowed me to hear my own CW signal that traveled around once around the globe and back to my own antenna
Of course, hearing noise between your own transmitted signals may very well be irritating and especially with transceivers that use a mechanical relay for T/R it may be annoying to listen to the relay noise and I'd would be worried about wear and tear of the relay. In that case, setting a reasonable break-in delay is certainly the best option...
So, it's a matter of preference and operating style. It's good that we can all set our transceivers the way it suits us best
73!
Fabian, DJ1YFK