when PSM is not available on a network.
The big caveat, when the network doesn’t support PSM is, that your devices are in danger of being disconnected at all!
In my experience, no PSM happens mainly on LTE-M, but with that you need to be very careful. LTE-M without PSM may be LTE at an old base-station, and once the base-station gets updated, then you may get painfully aware that, the SIM comes only with a LTE-subscription at that provider but not with LTE-M. Sounds crazy, but
https://devzone.nordicsemi.com/f/nordic-q-a/105131/esm-error-code-50-type-ipv4-only-allowed-nrf91-asset-tracker/453819
The firmware (2.0.0) for the new nRF9161 offers also a new feature %FEACONF - 0 – Proprietary Power Saving Mode (PSM), lets see, if that helps or causes in the end more trouble.