Impedance matching resistor for ws2811?
But on modules and boards on the market I don't see these 33ohm
  resistors, How important is it to add these? In what situations may it
  be neccessary?


If the chips/modules/boards (you refer to) cannot be hot swapped AND the data transmission distance between them is small (for 400 kbps) then you can probably avoid using them. When they talk about "reflection" they are referring to transmission line reflections upsetting the digital data passed between them - it's necessary to "quench" reflections or you get corrupted data.