I think the point here is that if you listen to two tones and think “this works here” or “this isn’t working”, then you are applying the theory of intervals to your music.
All the theory does is explain WHY the notes that sound nice together sound nice together. Personally I like to know this information, as I play in bands and have to improvise on the spot. Knowing what is likely to sound good before I hit the note in useful in that context. In a studio setting it’s not all that critical.
Personally, I think ear training is as valuable a skill as music theory, and is valuable regardless what genre of music you are making.