Some of these toogle allow you fine grain control on what should be validated (header, fault, ...).
action used in MPGW or XML FW allows for "Validate Document via WSDL URL".
Fine grain control is available under "WSDL Compiler Options" tab of service's XML Manager's Compile options policy. By default eg. SOAP headers are validated "Lax" (·validate· if you can, don't worry if you can't).