I tend to agree with the suggestions by F.J. Lahme that the issue is peace of mind. I personally would favor replacing the part, just as I would replace a rear seat window winding mechanism even if no one ever sits back there. However, cars have been around for a while and only recently started having underbody aerodynamic parts, so the question of whether or not there will be a problem with snow depends on how much snow there is. Without the part in place your car will behave pretty much the same as other, older cars that never had them.
I have driven in a number of nasty snow storms and the only problem I had was with the auxilary fans getting clogged with snow so they would not turn. Eventually the car started to heat up and I stopped and cleared the mess out, but it was snowing so hard, and it was so cold out that it built right up again. Huge pain in the rear, as the wipers got loaded with crap when I stopped, so each stop was 15 minutes of clearing junk out of the machinery every hour or so of driving. The underbody part would not likely have had an effect on this problem whether it was there or not (it was there).
So, I would put it in just because I don't like parts missing. But I do not consider the part you are missing a key engineering feature of the car.
Good Luck this Winter! Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)