The impedance change is important as the type of cabling has different 'characteristics'.
For SHORT cables it is not much of a deal and many receiver chips can recover the signal well but if you use long cables you start to get 'reflections' and the signal gets corrupted. Having the correct cable and TERMINATION sorts this out. It is not as crucial as wordclock but should still be done 'correctly'. The Neutrik transformers will not damage your gear.