Are stepper flex couplings important? How important?
Yes and No
Let's start with the obvious: Flex couplings or rigid couplings are a deliberate choice in designing the printer. Each has its benefits and drawbacks. So let's look into the 4 types of drive-train setups that I know to be possible:

Spiral couplings make it possible to operate the machine with a slightly misaligned motor to the shaft (&lt;1°) but can add a measurable slop, which can be seen as a systemic error.
Rigid couplings have minimal slop but need to be much better aligned by the user in setup.
No coupling at all - direct drive to the shaft - has no slop at all, but is both more expensive and needs the most diligent work on setup.
Geared. You could couple the motor with the Z-Axis via gears, allowing to trade speed for detail and vice versa. It also can allow mounting the motor 90° to the printer, but it also adds some backlash and slop. Because good gears are expensive, this is really rare.

Using spiral couplers right
A spiral coupler can actually be used in two ways:
Keeping the leadscrew tensioned into a position.
This butts both parts together, it reduces the slop induced by the coupler to the minimum, but you need to forcefully make sure that the parts push together. You lose some of the misalignment-correction.
Decouple vibrations from one shaft to another.
This keeps a little gap between the two. The slop can be larger, but you get the benefit of the shafts on both sides not transmitting all the vibrations 1:1 to the other shaft and you get more self-realignment if the motor and shaft are not perfectly coaxial.
What is better?
Well, it depends. If you want the perfect drive, you'd go direct drive. If you want the finest motor control (by virtue of getting the steps to a much smaller rotation), you might use gears. But the spring-coupler allows you to do the setup easier for a consumer that might not be the most reliable in setting it up himself. Making the spring-coupler butted can increase repeatability and reduce slop to almost the same as a stiff coupler but not lose the ability to have a slightly crooked setup that still works.