Is there a point using GCM block chiper with Authenticated DH?
Unless you are absolutely sure that you don't need to and that the cost is going to be significant then I would absolutely say you should use authenticated encryption.
One reason is bit-flipping attacks - flipping a few bits at the 'right' point in your encrypted message might lead well to a message that is legal (the classic example is if someone learns your message will be of the form ??&lt;misc secret unknown format stuff&gt;???  Send Bob ???&lt;more unknown stuff&gt;??? then they can xor the 'Alice' section with Bob$\oplus$Eve).

Another example that could well affect you would be a replay attack where an old message is sent again, and because you are not authenticating the messages the server wouldn't realise.  There's a nice reference somewhere to an old computer game that players managed to cheat by continuously replaying the 'Killed Beast' message, but I can't find it at the moment.

You might find this question relevant.