UserSpace is still protected in Recommended_Settings. The exceptions are two hidden folders (ProgramData and AppData). Normally, the EXE (TMP) and MSI files from the Internet can land there via drive-by downloads (when web browsing), opening these files directly from the email client, opening these files directly via archiver application (7-Zip, Winzip, WinRar, etc.), or exploiting some application. The first three are protected in Recommended_Settings, too (SmartScreen Application Reputation, <Harden Archivers>, <Harden Email Clients>). Anyway, If there is a fair possibility of exploiting then "Windows_*_Strict_Recommended_Settings can be useful.
Generally, using the more and more restricted system always can add some protection. But usually, this covers the malware which will probably never happen on your computer. If you want to add something to Recommended_Settings then you have to be sure that it is necessary for some reason.