what is the penalty for NOT setting Disconnect users in the database when restoring backups?
From this page in the MS documentation:


  There are two options for configuration when you place the secondary
  database in standby mode:
  
  You can choose to have database users disconnected when transaction
  log backups are being restored. If you choose this option, users will
  be disconnected from the database each time the log shipping restore
  job attempts to restore a transaction log to the secondary database.
  Disconnection will happen on the schedule you set for the restore job.
  
  You can choose not to disconnect users. In this case, the restore job
  cannot restore transaction log backups to the secondary database if
  there are users connected to that database. Transaction log backups
  will accumulate until there are no user connections to the database.


So yes, it could be hours, days, weeks, or years  without a restore if users are still connected to the secondary.