Almost all developers consider it important to prevent illegal copies of their games. The problem is that there are no real solutions.
DRM, or rather, Steam integration, can be broken with a script in seconds. To have better protection with DRM, you usually have to use invasive DRM, and these are often seen more as a punishment for legitimate buyers than as a valid security measure, so you're going to lose part of your community.
Implementing DRM is something you should do very carefully, thoroughly evaluating the costs versus benefits, and keeping in mind that many people who buy and support truly independent games don't want to buy a game with DRM.