Only manually preloaded animations need to be manually unloaded.
You shouldn't need to preload if you are clever with your animations. Webp format to reduce file size & loading time of animations. Try to keep duplicated frames to a minimum, etc. Also don't have a scene load a ton of animations at the same time if they aren't needed. If your scenes are taking longer than a second to load then you need to work on optimization & try scrapping anything that isn't that important.
As for preloading, I recommend only using it for the heavier animations. Let the regular ones play normally as they load frame by frame anyway which is fine for animations with low file size per frame.
& yes it's vitally important you manually unload preloaded animations when you no longer need them as they will eventually fill up the available system resources & the game will start to run laggy - depends on each persons computer. Someone with a potato pc will run into problems much faster.