If they have worms, it's important. Those worms (worm eggs) could end up IN their eggs and then in you.
I wouldn't worm unless they have worms, though. Get a fecal sample from each bird, or as many as you can, in a ziplock bag one morning. Don't collect any fecal matter in contact with the ground, though. Get it from a poop board or inside of the coop and make sure it's fresh. Then get it off to a local veterinary (any vet) and have them check for worms. They can tell you whether there are adult worms, worms segments, or worm eggs and what kind of worm it is...if there are any at all. Then you not only know if you have to treat them, but what medication would be most effective against the worm you have.
We have fecal samples on our birds checked for worms every six months (spring and fall).