To answer the first part of your question, is it worth it, YES.
The secound part, does it hurt, NO.
Installed correctly it is a win win situation. We play with many things on, in & around the motor, the windage tray releases extra H.P. and is a safety devise by helping oil back into the sump and off of the crank for a small investment.
In the event that you decide to stir up the motor it is an added inbuilt safety devise.