It's ideal for Setup Pose slot attachments to be set according to what is most commonly seen in the various animations, and especially in the most common animation, which would be "idle" or something else.
It's ideal to for attachments to be "disabled" in Setup Pose if you only use them for specific animations. This is so that your dopesheet can have fewer items in it: less things for the animation system to process (runtime benefit), and less things to clutter up your dopesheet in the Spine editor (animator/workflow benefit).
There are likely exceptions to this guideline, but you'll have to feel around for it.