Based on the benefits that bring up when linked analytics account with Adword for your campaign, I believe that you will not make the wrong decision. Here is the proof, ( by google ads academy)
As the screenshot is shown above, I think you will not miss it. or your campaign will not optimize for the best result.
I’m sure that you should link google adsense with the adword account since they can show you more information that you need to optimize your adword campaign. It must be set up. Don’t miss that.
I believe that Linked google account with adsense is your best decision made by yourself. Though you run by the agency or do it yourself. It’s good to track all essential information that helps a lot to your ad campaign.
I could ask you a question, in return, what do you want from this action? for traffic, for keywords or for adword campaign insight?