I too have been through a whole range of thoughts on this.
As a cartridge + goo user, I definitely benefited from a layer of pre-shave oil.
When I made the move to brush and DE, I continued to use pre-shave oils and even created lots of different blends. However, I did notice that when I didn't use the oil, my shave didn't really suffer much. I also noticed that with some soaps, the oil affected the lather. I had tried proraso pre but didn't really feel it did anything for me.
For the last few months, I have not used oils at all. However, I do like to keep my face moist whilst loading my brush. For this reason, I have gone back to using the proraso pre from time to time when using a soap just for that reason. If I'm using a cream, I don't bother.