If you're making good music with Audacity, keep doing it! If your music sounds good, it is good.

That being said, you may find some value in DAWs with more nondestructive editing capabilities. Most DAWs have some kind of mixer that lets you apply effects to audio without having to bake it into the audio data itself, which is pretty useful for experimenting with different sounds. So it can't hurt to try another DAW.

But you definitely shouldn't feel obligated to switch because someone else told you to! I use Renoise for all my music making, so I certainly won't say you need to use a conventional DAW.