How important is the INT pin of the MPU6050 (GY-521)?
The INT is the interrupt signal, usually open-drain output and you can connect many of them to the single MCU interrupt line (but you have to check all devices which ones are ready). The LOW level from MPU device signalize that data are ready (conversion was finished). So you don't have to periodically read status register to find it out (no polling is necessary).

In short, using INT is optional.