Automatic shut-off valves are sensors that detect a leak and then close valves to prevent the leak from growing. These are very useful and can prevent further damage to the heater or your home.
However, the shut-off valve only prevents more water from entering the tank. It won’t prevent water already present in the tank from escaping through a leak.
As such, we recommend that you use a drain pan even if you have an automatic shut-off valve installed.