We upgraded ours (similar setup although you've probably got a 140kW engine and mine's the 126kW). I might even fit a temperature gauge in the line so I can see what kind of temps the tranny is getting. There is a temperature probe in the gearbox, and the TCM is advised of the temperature, but the ECU isn't and it's more likely the case that the return voltage from the temp gauge is used as a trigger for something in the gearbox rather than a record of the temps reached.
You can get away without it. The trick is to never push the car hard. Change down the gears as you climb a steep hill. Don't flog it on hot days. Common sense stuff - and you should be fine without the modification.
There have been very few reports of auto boxes failing from overheating.