How do I know if I should use VBUS-sensing on STM32?
You need to do VBUS sensing if you have another power source.
If your device is bus powered only, all it could tell you is that you have no power, but the MCU isn't running at this point either, because it has no power.
If you have a separate power source, you need to reset the USB state machines (and possibly some other logic) when VBUS goes away, because for a surprise eject, no configuration change is sent, but on reconnection, your device must be inactive before it is enumerated and configured.