Thermal Paste and Quality Questions

Hey all, 2 questions for the community

1. How critical is the thermal paste on the nozzle. I had a defective nozzle and the replacement from Sovol just arrived, But didn't come with any paste. What am i looking at if i dont replace the paste? slightly less efficacy or total disaster?
2. None of the Orca profiles have different quality settings. the 06 profile only has 03 and the 04 profile only has 02. Is their a reason for this?

Thanks