Well, if you're having problems that need to be dealt with, then of course that needs doing in real life. I'd say if it is something that can be dealt with IRL, even something small, that should come first. If your problem is more a reaction to something you know is irrational on your part then releasing it in an LD could help.
I did this once in a LD. It wasn't planned but it felt like what I needed to do at the time. I don't know if it helped IRL but it felt right at the time so I let myself go wild.