well alot of us have done it with no ill effects , they were put in when the mk2 was first released after a matrix supposedly exploded on someone whilst driving , these valves dont do anything until the pressure reaches a certian amount and it then opens a bypass between the two valves , given the size of the bypass pipe it cant release that much pressure , also given that the matrix problems were far and few between , i put it down to the matrixes themselfs rather than the pressure , just think this , most cars dont have this and put out similar pressures as the mk2 golf , also ive not heard anyone who has done this mod say this has happened. the damage that can be caused by one of those valves failing is a damn sight worse than a possible matrix failure and leak , i wish id removed mine along time ago as im a history lesson in the blocked valve , mine got jammed due to a fragment of metal (from the metal coolant pipe which ive replaced) getting stuck in the plate that moves , this consiquently increased the system pressure as it couldnt circulate properly (the bypass valve only bypasses a small amount to reduce the pressure a little if working properly) which in turn blew my headgasket and wrecked the water pump

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the decision is yours ofc , just my personal experience to those who wonder why some of us do this mod.