I do NOT believe that they are ALL better than nothing. It depends, and until I see a review of a particular cooler that is reputable, demonstrating a definite appreciable effect, I'm leaning away from these included coolers. I don't know if you've seen this or not, probably you have, but so far I haven't really seen any concrete evidence that these M.2 heatsinks help, and I have seen evidence that in some cases they make things worse.
https://www.gamersnexus.net/guides/2781-msi-m2-heat-shield-increases-temperatures
And after looking, I'm not seeing any reviews of the Gigabyte thermal guard that indicates there is an advantage to using them or having them, over a bare drive. It's possible, because some of these heatsinks have been shown to be helpful, but honestly any M.2 drive stuck right below the GPU fans is probably going to get plenty of airflow over the top of the NAND and the controller, especially if you have a decent lower front intake fan installed and overall have a sufficient case fan configuration to provide a decent exchange rate through the case.
I guess worst case scenario you can try it both ways, and remove it if you don't like it, but I would absolutely not pay extra just to get a board that comes with it.