Hi,
For better security, we do not want the web process to run with permission to write to the Web.config, we limit the requirement for write permission to the /Data folder, where files can be uploaded.
Having Setup enabled does not cause errors so I don't know what you mean by that. It is fine to run the setup page over and over, but my advice is don't leave it enabled because its not useful if strangers are running the setup page.
After initial installation, you can disable it as recommended by the setup page. As long as you login to the site as Admin before doing an upgrade you will never need to re-enable setup. Setup will always run if the admin user visits the page, even if its didsabled.
Hope it helps,
Joe