These are definitely needed on metal to metal connections to complete a solid leak proof seal.
These things are great for making your mfl connections compatible with commercial taps. Just use a twisty tie or string to store a bunch of these as they do like to disappear.
When you start kegging, teflon tape can get sticky, environment can break it down. Use these with every metal on metal connection, especially when building a keezer and save yourself a CO2 tank refill because you couldn't hear the leak.