These conventions are rarely very strict but they do help communicate your ideas. Understanding them and understanding the impact of not using them is an important set of knowledge if you want to be clear and well understood in your writing.
It is similar to good typography in that it isn't required but that it will often make the reader enjoy or understand the work more when reading.
Obviously there have been many great writers who knew how and why they were breaking those conventions. E. E. Cummings was a notable example.
You are free to break whatever convention you like. It will just effect your communication clarity.
Understanding that (and how and why too) will help you be more effective.
It’s no different to saying “you can program it that way if you want but understanding the conventions & methods other people use may help you have more readable and efficient code”.
This is not a hard concept to grasp.
I personally wrap them in thin spaces (U+2009), except in fixed‐width fonts, where I use an en dash with full spaces instead.