Not playing PoE so couldn't care less, but for anyone interested here are the season objectives. If you've finished what you want of the battle pass and don't want the affixes, resources or titles then no, there's no reason to work through the season journey.
Everything you need to do to progress through Season of the Construct and take on Malphas
www.polygon.com
Much of it you'll do normally over the course of a season (think a friend finished chapter 4 before chapter 3 even). Not sure I'll play the season long enough to finish Destroyer though.
Yeah if I wasn't playing w/ friends I'd have almost certainly moved on long ago. It's fun pushing nightmare tiers or spending time working on Elias in a capstone a half dozen levels earlier than we should be fighting him, stuff I wouldn't do for the most part solo.