Via-in-pad is something you want when you need to prevent solder from wicking into the via hole, control EMI, improve thermal sinking, etc. Selecting via in pad during checkout prompts the manufacturer to plug the holes with non-conductive epoxy or conductive epoxy and then replate over the top.

The extra expense due to via-in-pad processing is not always required if you have vias in your thermal pads or vias inside physically large pads. If you can afford some solder wicking into the hole then let it be. 

When performing via-in-pad, be sure you allow enough annular ring because the same rules apply. The typical annular ring minimum is 4mil or 6mil depending on the manufacturer or if you're doing laser or mechanically drilled holes. See our article about annular rings if you need more information.