The point of fire code wiring is that it doesn't spread a fire from one place to another too easily. If you care about your house being more resistant to burning down, getting CL2 cable is worth it. This is how I figure it:
Do I need to get CL2 certified HDMI and component cables if I want to run them behind the wall?
The simple answer is yes. You may not need CL2 per se, (CMX, CM, CL3, CL2X, CL3X, etc.) may be fine as well (assuming a residential application).
While installing this cable through the wall will likely not need an inspection and nobody will ever come to your house and say you shouldn't do that - I would hate to give the insurance companies any excuse to not reimburse you should there be a fire in your home.