For me, it's definitely important. Being able to share war stories with going to the Moathouse in Hommlet, daring Strahd's castle in Ravenloft/Curse of Strahd, or going head-to-heads with Demogorgon in Out of the Abyss, is part of what connects us all within this hobby.
It's also exists on a much granular level - people talking about how the Deck of Many Things wrecked their campaign, facing off against your first dragon, etc. One of the joys of gaming is being able to sit down with a wide variety of people and being able to form connections based on these shared experiences.