Kevin is right, it costs little for the added peace of mind. I just don't think it makes much difference in the real world.
Some years ago, upon receiving a sample of the first 'waterproof' MDF, I put it and a piece of the regular stuff - both cut to the same size - in a bucket of water, then forgot about it.
Went back over a month later, and they were both about the same swollen size, but the regular MDF was more spongy than the exterior grade. This convinced me that the exterior grade is only water resistant, not waterproof. I believe their literature makes the same claim.
I think once water gets into the interior of a door - to the MDF - the game is over and it is only a matter of time. The only time I use MDF in a door is if it will not ever get wet. If it gets wet, then I use MDO 2 sided board - a true waterproof product.
These overhead doors have panels of MDO corestock, with shop veneers applied on top of them. they get wet about anytime it rains, and they look fine after 2 years. I have made many panels the same way - MDO - and they all last better than any other core.