Me, I've thought about doing an "unlock everything from the beginning" playthrough, but I don't think it would appeal to me. In the face of having to invent my own purely-creative goals for building stuff, instead of having in-game goals to work towards, I find I'd rather go play something else on my backlog.
Instead, I leave the game at default settings, and come up with personal challenges to keep things fresh. The challenge for my current playthrough is "farm-to-table", meaning every factory has to make all of its intermediate products from raw resources (except for project parts) and "optimal resource usage" which means each factory has to make FULL use of the raw resource nodes its connected to, and ALL machines in the factory need to be clocked to run at 100% efficiency.
If I do another playthrough, I might do "excessive usage of trucks and trains" or "machinery as compact as possible".
Long story short, think about what would really keep you engaged, and I'd say go for it.