Not very important.
The best speakers I have ever heard, and the best I have ever owned (not in the same set, I could not afford the best I've heard), have all not been very efficient.
My old Koss Model 1a full range electrostatic speakers were 87db. But the clarity, detail, attack/decay, soundstage and image they produced are better than pretty much any high efficiency speaker I've heard.
I can think of a few exceptions, like the Acapella Audio Arts Hyperion, with their plasma tweeter, and their built in amps for the woofer section.