It's more important on vehicles that have air flow sensors, air temp sensors, boost sensors, EGR systems, etc. downstream from the turbo (yes, I'm looking at you, ZD30!). These can gunk up if too much oil reaches them, give false readings to the ECU and result in all manners of failure.
On the TD42 there are none of these sensors to foul up. The downside of course is that it is not possible to optimise the engine's performance to the same extent as on the ZD30.
PS: All us TD42-ers need to worry about is that the inter-cooler can gunk up with oil. I rinsed mine out when I made changes to the fan a year or so back, and there was very little muck to be found (about 285 000km). Might be partly due to the self-draining properties of a top-mount inter-cooler, where gravity will return oiliness back to the turbo and inlet manifold after engine shutdown?