Is it really that important if the camera fixes it before you even look at the file?
Of course! It's not magic - the camera pulls up the exposure in those parts of the frame to remove the vignetting which increases noise. The RF 15-35 2.8 has 4.6EV uncorrected and 2V corrected. So if you shoot 3200ISO, the corners are now like they were shot at 3200->6400->12800->19200 ISO and you still have 2EVs of vignetting to deal with.
And remember vignetting doesn't just affect corners. at 15mm on the RF lens, you lose a stop by the time you get to the APC corners. Here's a comparison to the Sigma at f2:
Review vignetting (peripheral shading) test results with f-stop contours for the Canon RF 15-35mm F2.8 L IS USM Lens. Compare the results from this lens with other lenses.