I set mine up both ways, that's the beauty of having them.
When I know that I'll be on the Hwy, I have the rear shock adjusted so it's soft making for a very plush ride while I'm traveling towards the twisties.
If I know that I'm going to be in the Mt's, I dial up the compression knob 5 or 6 clicks and the rebound knob 2 clicks to stiffen them up. I back them off again when I know I'll be doing the slabs for awhile afterwards.
I leave the pre-load alone unless my bags are full and need to compensate for the extra weight.
No shock is perfect for both types of roads, unless you adjust them. What works well on a slab is not going to work as well in the twisties.