no it`s not important in mastering at all.

Tracking with your mastering compression is something, as a mastering engineer, you only really need to do on material either with extreme changes, such as the good old guitar music cliche of the quiety verse shouty chorus song, ala Nirvana Smells like teen spirit, and a gazillion other rock tunes.

OR

A really badly mixed and produced bit of music (if I was put into that scenario, I simply wouldnt master it, as the end product would be a compromise).

I don`t think in dance music you need to track your mastering compression, as the dynamics shouldn`t be changing enough to necessitate it. Well not in most cases anyway.

I have done it on band music, but never on dance music.