A redirect will still offer slightly faster downloads especially with compression. I still run a redirect for the servers but lots of administrators don't any longer. I would advise to just try it and see if you are happy with the speed without a redirect and if so then it saves you the trouble of maintaining one.
Here is the command I use to batch compress files for the redirect: (executed from within the ut-server's System directory)
find /path/to/your/files/*.utx -exec ./ucc-bin compress '{}' \;
After it finishes, just up arrow to bring the command back up and edit the path and *.utx to *.unr or whichever extension of file you want to compress next. If you aren't in the System directory of the server when executing you could also just change the ./ucc-bin part to /path/to/your/servers/SystemFolder/ucc-bin
