You don't really need to set the film simulation, but you may want to do so. It can be that you shoot the picture intending it to have a particular look, maybe a red filter B&W or a gentler yellow filter look, or I've certainly taken pictures with my XT2 where the use of a film simulation made me change my composition, just like with B&W film and colour filters.
Adobe and Fuji cooperated to produce the profiles in the camera calibration tab, and the colours are indeed pretty close. If you want to automatically match profiles to the film simulation you had used, my X-LR plugin reads the Fuji film simulation data from the raw file. Take a look - the link is in my signature.
John