What can functional programming be used for in data science?
One reason why functional programming could be useful for data science is that it lends itself more easily to parallel and distributed programming, e.g. the popular frameworks Apache Spark for cluster computing and Apache Kafka for stream-processing are both written in Scala (and Java). 

Other than that "functional programming" as a skill is not directly related to data science. It's a tool that may facilitate some practicalities of data science and therefore more relevant for the "data engineering" aspect of data science.

It's useful but probably not necessary. It depends on your interests.