GO TEAM VENTURE
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Depends how much you value dungeon loot (and your sanity when you're going for certain pieces). I find it useful because I can be acquiring pieces from the annoying endgame dungeons that don't have any guarantee of a piece at the end, so every extra chance is appreciated.
There's also the small number of venture-exclusive items like the Onion pieces, if you care about those, though they're not really exciting pieces.
I think you do need to be max level to get the venture coffers containing rare dyes, though.
Mao sometimes gets nice gears likes Manusya accessories or Couerl beachwear. Mao also regularly gets venture coffers with dyes. Most dyes Mao gets are nothings special but every now and thens Mao gets white or black dyes. Even gears Mao gets that Mao nots want are still good for gettings more ventures or mats for sellings. Mao rarely gets Alphas or Bom Bokos these days.