Is it important?
Not at all. It's just a matter of how much you have to carry around with you. Especially if you're going to gigs.

The only benefit of having a keyboard with it's own sound is the fact that you don't have to carry additional synthesizer modules.

BTW
I believe the later Roland A series came with optional synthcards. Nothing fancy, but it covers most basic sounds. Would do OK pianos,brass,strings,some synth stuff, rhodes, organs etc.

-ED-