If you can. Medical devices are particularly nasty: there may be only one or two brands on the market that do what you need, because such devices understandably require extensive certification. If the only available option requires an app, you're stuck. If you need something that meets other legal or professional certification requirements, you might also have very limited options.

For just about anything else, I agree that there's probably some alternative to an app-locked device, although some level of convenience tradeoff may be necessary.