I contemplated the pros and cons and sat on the fence for quite awhile, then finally jumped and got my EIN this year, just so I could complete the process of becoming certified or verified or whatever they're calling it. Also did the background check, etc. so I would be eligible for the business verifications.
Ironically, I have still yet to complete the first shop for this MSC.
I still get plenty of email notifications about shops "in my area", some offering distance pay. Each time I've replied, I've taken the time to calculate a driving route, round-trip mileage, actual driving time on the road, and calculated what I believe are very modest rates. Every time, I've either received an email reply that they found another shopper to do the project, or I've heard nothing back at all.
So, for me, I've yet to see any benefit of obtaining my EIN. And it's too early for me to know if having an EIN is going to cause any additional work when submitting my taxes next year.