Is it necessary? No, but if you are driving through freezing rain or blowing wet snow, an unheated LED may ice up or retain some of that snow. A Jeep that was in a warm garage before heading out into the elements won't have any advantages/disadvantages in that area, because those parts will cool down to ambient temperature pretty quickly when exposed to icing conditions.
I have run unheated LEDs through two winters with the Jeep (daily driver), and can count on three fingers how many times I've had to clear off the headlights when weather became an issue that affected their output.
A pic from one of those instances:
Oddly enough, the headlights were still throwing enough light (more than stock) with 20 minutes worth of snow built up on them. This will vary by region, so if you live in the snow belt, the heated LED or even upgraded halogen options may be a better fit for you.