No-brainer. Fit one.
I unplugged mine from my old Mk7 R in about 10 minutes. When I picked up the new one (Mk7.5) and drove home, I thought the engine felt really "tight" and unresponsive. A couple of days later I plugged the Pedal box into the new car (again, about a 10 minute job) and suddenly all was well. Car is responsive again - and I keep it on a relatively low setting. If you need instructions there are several videos on You Tube.
Insurance is a bit of an unknown. Always notify your insurer, but some will charge, others not. I'm with Admiral and they charge me £25.00 per year. - and it's worth every penny! Call Direct Line and talk to them. Stress that it does not increase engine power. They may not charge.