I don't think it's 'important', no. It can however sometimes be useful when it brings people together, in a positive way.
Human beings (like most other animals) enjoy gathering together in groups: 'birds of a feather flock together'...
On the other hand, if a national identity is imposed from above, in a top-down way, by a government, or those 'in authority', this can lead to a situation of 'them' and 'us', the result of which sometimes leads to friction, fracture, conflicts and even war.
You don't need to look very far back in time to see clear evidence of this kind of negative consequence - maybe even in your last news bulletin...