Your system is much more secure with SIP in place because it makes big parts of your system immune to trojans and privilege escalation attacks, the two biggest ways malware creeps into your filesystem. It's not very difficult to disable (even permanently if you are inclined), and offers a big security boost.
And yes, it is Apple "Gatekeeping"... the same gatekeeping that's kept OS X almost completely free of major hacks for over a decade. I don't consider that annoying but to each his own.
My system was plenty protected already - it had a root account with a password only I knew. This is just more annoying Apple gatekeeping.