We converted a large application suite from another database layer to FireDAC. The (Win32) programs currently do not implement a FDGuixWaitCursor.
Should I add FDGuixWaitCursor to my 'base' datamodule for any important/technical reason?
The documentation Preparing a FireDAC Application for Run Time does not really answer that.
Not necessarily. The TFDGUIxWaitCursor component makes sense to use if you wanted to setup the cursor, handle cursor changing events or include the project type implementation by setting up the Provider property. Nothing more at this time (Delphi 10.2.3 Tokyo).
If you don't need any of this, you can just include FireDAC.VCLUI.Wait module into a VCL project, FireDAC.FMXUI.Wait into an FMX project, or FireDAC.ConsoleUI.Wait into a console project.
It's worth adding that FireDAC includes all the necessary modules automatically for its design time created components (so one of them is most likely included in your data module).