225 popping out the exhaust, but...

If it's wired to one of the coil terminals, then no you don't have to replace it..... that item if missing does not affect the running of your engine.
What it's for is for noise suppression on your radio, and more specifically for noise suppression on the radio of the car parked next to you,lol.
The alternator has one inside it as well for the same reason.