This statement isn't entirely accurate. Document requests, as I understand it, yes, will be visible there.
Sponsor approval is not stated outright in MyCIC. There were signs that showed up on mine (certain things changed), but it doesn't explicitly say you've had sponsor approval or give the date in there. As for the AOR e-mail, that did arrive, one day after my file number changed from XF to F, but it came to me instead of to my sponsor. ECAS still isn't showing that my husband was approved as a sponsor, even though he was.
If you don't care about having the actual e-mails for the milestones like sponsor approval and AOR, it's probably fine not to worry about it too much, though it probably wouldn't be a bad idea to double check that they have your e-mail addresses correct. I think someone from the July thread ran into a situation where their husband didn't receive the PPR e-mail because they had the address wrong, and that's not a good position to be in.
In our case because we're both going to be doing border crossings by car over the holidays, we want to have those just to prove that we're going through the process properly and that our case is progressing, in addition to the receipt for paying all the fees.
But I did try the option without it..
