To be clear, Fail through is used when you have two different authentication databases. If you have two companies that merged for example and you want to authenticate both sets of users, that is when you would want to enable fail through, so that a failed authentication for one server will allow the second server to be tried.
Enabling fail through when both servers are in the same domain can slow down authentication, because a failure on the first server, means that a failure will also be tried on the second server, even though it will fail. This causes delays and at scale can really slow things down.