The database backup script optimizes the tables before creating the backup. So if you do a regular backup you do not have to execute this script.
The database tables should be optimized periodically to improve performance. Adding and deleting comments over a period of time will degrade performance similar to fragmentation on a hard drive.
On low volume personal sites it is not a critical issue. Only on high volume sites could it become a serious performance factor. But it doesn’t hurt to do it. So make a mental note to run the optimizer once a month or so. Unless the database is very large, it will run and finish quickly.