I'm in the same boat except I have a 14b. I'm running mine right now without the coolant lines, and so far it's working just fine. I am concerned though because doing so will probably grenade the thing eventually, but my turbo's pretty old to begin with so I figure it'd just be a matter of time anyway.
you don't HAVE to but i would highly recommend it. your turbo is going to be a lot hotter which means that your charge air will be a little hotter resulting in higher IATs. the hotter the air going into the intercooler the hotter it will be when it comes out. do you really want to hurt your performance that you have already worked/paid so much for just so you don't have to go through the hassle or spend a few more bucks to do it. granted it won't help dramatically but every little bit helps. plus the turbo won't last as long as it is supposed to.