I consider it an important part of the installation. If it wasn't there before and you didn't mind, then I guess you can leave it that way. It significantly improves the performance of the heater, and especially the AC if you have that, plus it really cuts down on noise and smell from the engine bay. My old one was damaged from old age, so I made one by cutting out a rectangle from an adhesive-backed foam insulation sheet
https://a.co/d/1OXXmdk