Opaque types allow to capture guarantees and propagate them. If you only need these guarantees on a specific part of your code and there is no need to propagate them, then it is probably not worth it to create opaque types for them. In other words, not every "validation check" should result in an opaque type.
However, most of the time this is an API design choice. For instance, I would understand this API better than the example you provided:
type Odd = Odd Int
type Even = Even Int
oddFromInt : Int -> Maybe Odd
evenFromInt : Int -> Maybe Even
sum : Odd -> Even -> Odd
The advantages here are:
sum (sum odd even) even
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