Would it be always be better off taking finasteride than without it?

You can never be absolute with such a statement. Everyone is different. If there were no side effects from finasteride and you were balding, then yes, you would be better on it to slow down the coarse of hair loss which is the benefit for all men taking this drug, one way or another. If you don’t get side effect, the drug can, in the long term, also reduce your risk for prostate cancer in your senior years if you continue to take the drug throughout your life.