I think, in my opinion, if your opponent is not resigning you should take your chance and get as many queens as you can. Like my coach GM Iqwie Huzo told me in his childhood he played another guy who is down a queen and a pawn but did not want to resign. Therefore my coach was able to get 5 queens on the board, then he called many other players to look at his opponent's position.
As the players stare at my coach's opponent, he felt very embarrassed and just left the room, with about 10 seconds left on my coach's clock, he played the checkmating move at the last second.
Mentality like this is a good reason to play out, because "5 queens" people sometimes end-up stalemating the game. 
It's best to checkmate your opponent quickly and end the game; the more the game drags, the more chance there is that the winning player will make a sloppy move and give some draw or even win chances to his opponent.
Here is another example: https://www.chess.com/blog/OldChessDog/draw