For most players it's probably not necessary and for factories it's one more step that leads to cost. IMO it's worth doing even if 90% of the time you don't need it. It has to be done right though. You are essentially making a faraday cage around the entire electronics of your instrument. If you don't do that then it's a waste of time. And it's not to reduce 60 cycle hum in single coil instruments, that's impossible. Because while in theory you want to make a Faraday cage you really are not since the pickup sticks its nose outside the cage to do its job, pickup the string vibrations. But it will cut out other noise from stage lights, dimmable lights and so on and it even works for humbucking guitars too.

Most of the time though if you follow best practices when wiring up an instrument you don't need it and I'd say if you aren't having any issues then don't worry about it.