Basically it doesn't matter which way you install Ubuntu Mate on your new system - you will still need to create a small partition at the beginning for either bios boot - "legacy boot" or efi boot - "uefi boot". If you don't create one of these partitions - the installer will complain and ask you to create one 
I've setup laptops both ways and they all work without problems.
Since you are using new hardware - it expects the OS to be installed as uefi - so some tweaking options may become disabled. This is my experience with Asus laptops and I'm not sure how well this experience translates to MSI products. If you want to test this out properly - first install UM as legacy boot and then as uefi boot and see if there's any difference in what bios tweak options you can access. After that - setup the best boot option and just leave it.
Regarding accessing the bios - it's easier with uefi - as grub will create a grub menu option called "system setup" - which you can select at startup to enter the bios. On a legacy boot system - this option doesn't show up on the grub menu and to enter the bios you will need to spam (in your case) - the delete key - as soon as you turn on your computer. I hope this helps you out!