Approach controllers are usually very busy, trying to keep an eye on every body at once.
The "Check in / With you" message is to be used only for when you have been transferred to a frequency by another controller.
Do not use it to signal your presence on the frequency without having been transferred.
If you have never stated your intentions to any controller for the current flight the approach controller will not know what you want unless you ask for something like Radar Vectors or an ILS Approach. Therefore, the "With you" message is pointless and clogs the frequency.