You never "need" one, since an hour or so of music will de-gauss the output transformer pretty well. But it's handy if you can't play loud music while fixing dinner, before any serious listening. :^) At headquarters, it's usual to fire up the system, then go make some espresso and check the mail.
It's much more noticeable with nickel core output transformers - I personally don't bother unless I have them.
The "soft start" Paramount board only works on the driver; the output tube plate voltage comes up pretty rapidly. Most of that charging current flows into the PSU capacitors of course, but a few percent goes into charging the parafeed capacitor **through the output transformer** and that all happens before any of the cathodes begin to conduct; the soft start begins its work 10-20 seconds later.
Some day we'll include timed relays among the other goodies in a high end product. But it can't be cheap then, and we like cheap! Well, that's my outlook at least - I want to help make true high-end music available to those who don't run hedge funds!