Not really sure. This is one of those polarizing topics among people who care about such things. I've always used them, and some swear that they ground the components or some such. Others don't use it, and have never had a problem.
I would not say that it's the most important thing, but if you install it correctly, it definitely does have grounding properties. I would just be careful to discharge anything you plug in there, but again, it's not that high of a priority. I really wouldn't worry, but just realize there is a very small risk due to improper grounding.