This is really up to you, but I think if postholing is enough of a issue it would be good to wear snowshoes. If nothing else, it just makes things easier.
One problem of postholing can be sometimes difficulty in getting out. You're not likely to actually get hurt, because "falling" onto the snow isn't a problem when it's deep and soft enough for your foot to punch thru enough to call it postholing.
I was on a hike once in the Green Mountains of Vermont where I had intended to take snowshoes but they accidentally got left behind. Things were OK for a while, but then the terrain changed and drifts were getting deeper. I got into a major posthole where there would have been a small stream crossing the trail in the summer. The stream was completely covered up, so the only clue was the depression in the topography. This somehow created air spaces or made for looser snow so that I ended up with my right leg sunk all the way into the snow up to my hips. At that point my left leg was sortof kneeling, except partially sunk in the snow too.
Getting out of that was more difficult than I would ever have imagined if someone had only told me about it. I was by myself, so nobody to throw a stick or grab my shoulders or something. Trying to lean forwards to get more horizontal didn't work well because my whole body sank into the very loose snow, but my right foot was still stuck in something more dense down there. I eventually got out of that trap, but it probably took a few minutes.
This would have been far less of a problem with snowshoes on.