If the chain and sprocket aren't causing any issues for propelling the bike or shifting, then why replace it? The only good answer to that is that a worn out sprocket increases the wear on the chain. But at what point of sprocket wear? And will replacing the sprocket to save the chain from having to be replaced sooner be more or less expensive than just leaving the sprocket to wear until a new chain skips on the sprocket when pedaling.

It's more just a personal preference thing to do. Not a real need to do.