It depends on what you mean by important. Days' story will be important to Days, and by default, at least somewhat important to the entire series as a whole.
The whole purpose of these sidegames is to fill in details. This isn't a full-blown sequel. Nomura is always downplaying the importance of CoM, but look at how amazing it is. I wouldn't stress to much about it.
imoprtant to future kh games, like kh3 or something.
it feels like days will only have one moment to shine.
and in other kh games that might come out, they might not even mention something that days at all.