Your question is much like asking whether automotive seat belts are important. If you need them, you had better have them. Many people live in areas where RF and EMI interference is not strong enough to require shielding. Provided other equipment in the system is not an issue, unshielded cables often sound better. Unfortunately, until you experiment, there is no way of knowing in advance. Your post indicates that you are extremely happy with your present cable, so I would leave it as is, unless you develop a problem.
