Yes... Unless your low power state is really low power, a disconnect will be very good, especially for during storage!
A possible scenario for needing a disconnect, beyond a reset pin alone:
ESD on a logic pin, or miswiring causing power backflow. In either case, the ESD protection diodes end up forward-biased, and under extreme conditions, you get CMOS latchup. This can only be stopped by interrupting the power rail.
A current limiting switch might be wise? These can auto-restart (fault current is drawn until the device turns off, then it waits a fixed time before turning on again), and come with enable/disable inputs and stuff. They're pretty cheap, being used in huge quantities for USB port power and stuff like that. (And, lots of battery managers with similar features.)
You can make a very simple, "no leakage" switch, by wiring up a complementary MOSFET pair like an SCR. That can get you a voluntary on/off function, if not a current limited / protected switch.
Huh... I never thought about this before: thru-hole batteries aren't really a good idea to wave solder. Or, if you make sure the pins are farther apart than the width of the solder wave, and the board is always soldered lengthwise (so the pins are soldered separately, not in the same wave at the same time -- shorting!), I guess that would be okay. Otherwise, it's something that's always got to be hand soldered (which isn't a bad idea anyway, since, preheat? ew).
I've seen lots of stuff that uses packs/holders on plug cables, and nothing (so far) that used a hard wired 18650. (Packs on soldered leads, yes. Close enough?) Doesn't seem to be a problem for anyone else. But, it's up to you, of course.
Tim