for me, it really depends; sometimes it's just that i'm shuffling clumsily, or the cards are a bit sticky, so i put it back into the deck and keep shuffling. but other times, a card jumps out in such a way that i take notice, and in those situations i'll usually set it aside and proceed with the spread as intended.
sometimes the kamikaze card just observes the reading, and seems to sort of keep me company. other times it seems relevant to the reading itself, and though it isn't part of the spread, the reading bounces off of it. and then sometimes, it has nothing to do with the reading itself, but is just a little message for my day...
as it does with reading, it comes down to intuition; if it feels relevant to you, then it is!