The properties of each type of paper is different (think of the difference between photopaper and "normal" paper). Each type of paper has its own profile - it defines how much the inks spreads out, absorbs it and how its colors change.

I have done many experiments finding out how much diffence it makes, and it really does. If you have properly calibrated your monitor, printer, choose the right profile for your paper AND you use capable software which can translate between color spaces (Adobe, sRGB or other) then what you see on your screen should be identical to what you get on paper (same colors, same shading). This is independent whether you use gamma control in your render or not. The reason for proper gamma control in Poser (and other software) is to do the correct operations on textures. You want the origal linear texture to be operated against, not a modified one. Having said that: if you don't care about the correct linear operations and have something looking good without it - that's perfectly fine. With gamma control it makes the operations more predictable, but the end result is influenced by many factor and this is just one of them.