Disabling that setting only prevents users from sending new messages to Discobot, and in your case, it’s unnecessary because it’s Discobot itself that sends the initial message to users, not the other way around.
If it’s the interactive tutorial, the user will still be able to respond and complete the tutorial. Even if you modify the text to remove the reference to the first action - like adding a bookmark - to trigger the next step - copying and pasting a link -, the user can still respond to Discobot.
If it’s the static welcome message, it is automatically closed once it is sent to the user, meaning the user won’t be able to respond in any case. This is obviously the setting you would use if you don’t want to disable Discobot completely and if you don’t want users to be able to reply to it.
If you want to prevent users from sending new messages to Discobot, feel free to disable the option, but this is irrelevant when it comes to responding to the tutorial.