It's always the best practice to do a full wipe at all times, otherwise you may encounter issues that may not be due to the ROM you're flashing, and therefore probably won't get much help if you do encounter a prob.
Sometimes, it does work. But if you're going from two completely diff ROMs from diff devs, it's best to do a full wipe. Usually, if you're going to a new build of the same ROM, you can get away with it, but even then it's not recommended.