Absolutely yes. My experience, both my own bad nights and those of others whom I have helped rescue, is that a fire, along with some sort of improvised or carried shelter, is critical to survival. I have also seen the opposite, where three young lads tried to light a fire, were unable to do so, and subsequently perished.

You must consider this question in relation to the wide variety of environments available. There are certainly situations where a fire would not be necessary. For that matter, there are occasions where a fire would be ill advised (think very dry forests with high fire danger).

In an environment where fuel is not readily available, like above timberline, carry a lightweight stove and fuel. Relative to the benefit, it isn't that heavy.

Carrying a bivy bag and firestarters can add only ounces to your load. Why would you not? What is the benefit of leaving vital gear behind?