As OMG said, it's a good question. For sure.
I use a lot of Vallejo so I thought I'd chime in.
I regularly clear coat for reasons 1-4 OMG mentioned. And with Vallejo, I tend to clear coat for reason #5. As much as I like Vallejo for the colors, finish, and detail retention, I don't personally feel it dries to a very durable finish so I like to clear coat to protect it, under most circumstances.
I'm not a big fan of Vallejo varnishes except for hand brushing, which I think they work great (and maybe what they were designed for). For airbrushing, I prefer other products but maybe I just never quite figured out how to airbrush the Vallejo varnishes, which is likely.
But if parts aren't going to be handled, for example engine parts on motorcyles that most fingers won't reach anyway, and you like finish the Vallejo provided, I think you are fine not clear coating. As an example, I only clear coat 1/48th aircraft cockpits if there is a reason becuase fingers won't fit in there.
Hope this isn't too long, and helps a little.