Moisture does not simply cease to exist once we enter lower temperatures in the colder months of the year. In fact, dehumidifiers may be all the more important when there are heavy snowfalls and moisture in the air. When the air is cooler, the refrigerant inside your dehumidifier will make that air all the cooler, which sometimes leads to it turning to ice and sticking to the coils of your dehumidifier. Not only is this impractical in that it halts the proper dehumidifying in a space, but it can also ruin the interior of your dehumidifier and lead to permanent damage.
With an auto-defrost feature, that would not happen at all. But whether it is important will depend on where you live and how you plan to use the appliance. For colder areas, we absolutely recommend that you choose a unit with an auto-defrost feature. But if you live in warmer places, you may still find it useful but it also may not be a priority for you.