I have never much cared about self intersecting meshes when slicing with Cura. Geometry like the one below are often practical. I for instance add lots of rivets that self intersect with the base geometry:
Now I have switched printer, and am using Simplify3D instead. All of a sudden, I get lots of problems with these models. The intersection of the objects become hollow. Simplify3D has a setting to join the outer solid shell but it also fills holes (such as the center hole of a gear).
I make models to sell so this is a big deal for me.
EDIT: Also, they printed perfectly fine in formlabs "slicer".