the extreme cold or if you were going to run diesel or keroseen would be the only reason i would replace it.
i lost the one in my dragonfly years ago and havent missed it. even at -25f i didnt really miss it. i would have made it prime faster.
you can buy a msr repair kit for your xgk and there will be a new wick in the kit. or like someone else said, get creative and use something else.