If you don't have appropriate insulators, the air in the ducts can't maintain a regulated temperature. In other words, if the air in the ducts cools off, instead of heating your house these channels could be blowing out cold air. Plus, ductwork insulation prevnts any condensation from forming: if you have cool air passing through warm areas of your home, moisture may form on the surfaces of the ducts. This can create damage, mold, and further inefficiency. So if you want to save 25-35% on your utility bills, look into protecting all your ducts because if you don't seal the entire system other insulated areas of your home will be effected and begin to lose energy as well.