It's not strictly necessary, nor is it "universally beneficial". But if it makes you feel better, use it.
In the first place, you only get about 25% of the benefit by steeping vs. what you get mashing.
In the second, Briess's two lightest extracts already contain a proportion of it, so if you use Briess Gold or Pilsner LME, adding more is kind of overkill.
In the third, if you already mash and need more body and/or foam retention, have a look at your technique before adding ingredients. I have so seldom used CaraPils in my all-grain beers, I can't remember the last time I used it, and I never have had a problem getting better body or foam retention in my beers as desired.
Cheers,
Bob