Your funds are coinjoined until all of your UTXOs are private. The 0.3% coordinator fee is only charged for new deposits over 0.01 BTC, but there are mining fees for every coinjoin transaction.
By default, coinjoin begins automatically once your total balance is at least 0.01 BTC. Coinjoining with a small balance is not recommended because mining fees cost a constant amount no matter what value is spent.
You can be temporarily blocked as an anti-DoS precaution if you disrupted a previous round by disconnecting during the signing phase, causing the coinjoin countdown to reset for all the other participants. There's also a blacklist of addresses for funds that are involved in criminal activity like phishing/malware/credit card fraud as well as those on the OFAC sanction list.
It's not mandatory, you can turn autocoinjoin off from the coinjoin settings in the ". . ." menu at the top right part of your client.