First and foremost, it's the very most important thing to do with your crypto holdings. Nobody here wants to get hacked by hackers and have their wallet looted by these criminals. Security must come first and anything else will also follow.
You are asking like is it important to lock your money before leaving the room. Of course it is important and necessary. If you are not secured then your money may be hacked and you can lose your money in seconds. Wallet security is important for the future of cryptocurrency because if everyone loses his money due to weak security system, nobody will trust it and it will end soon.