GRE Math Subject test for admission to statistics grad programs?
I would say that a good score on the Math GRE subject test is always a good signal. That being said, test scores in general have relatively little importance in PhD admissions -- they can disqualify you, but barring that, won't do much to get you in the door. Its something to optimize only after you have optimized the other, more important parts of your application. In your case, it might be helpful to alleviate any concerns someone might have about your math background.

By the way, you might want to check out CMU's PhD program in Machine Learning: http://www.ml.cmu.edu/ -- none of those pesky systems course requirements!