Your compass doesn't go out of calibration unless you modify or rebuild the drone.Maybe it shouldn't but it does. MY logic is that the message it provides me once the calibration process "the dance" is complete telling me that the compass is calibrated is better than me wondering if it's calibrated. If the drone is telling me to calibrate the compass and I fly anyway and something happens regardless if it's related to NOT doing the calibration it's a possible excuse for DJI to claim operator error. Too simple and easy of a process to NOT do it.
I still haven't calibrated a thing on mine and it's been flying for four years and 4000 miles.