Jules, please check out this note from the Avid developer site (requires developer login):
https://developer.digidesign.com/index.php?L1=5&L2=13&L3=56
In the context of altering the DAZ+FZ policy for Pro Tools audio render threads, they call out problems from existing plug-ins that alter the denormal behavior and don't set it back the way they found it. And they specifically offer a RAII implementation to encourage folks to leave the processor flags in the same state your render call got them.
Just because *many* audio use cases don't want these flags re-enabled doesn't mean all. For example, consider this warning from the OS X SDK:
CAUTION: The math library currently is not architected to do the right thing in the face of DAZ + FZ mode. For example, ceil( +denormal) might return +denormal rather than 1.0 in some versions of MacOS X. In some circumstances this may lead to unexpected application behavior. Use at your own risk.