Data validation is important for any business, but it solely depends on what the immediate priority of the business is. The bigger the business, the more important data becomes. Making a decision based on inaccurate, unreliable data isn't a good decision.
Now talking about working with a data validation service, I find it good practice to work with different companies and people with different interests. Let's face it, data validation can become a boring and repetitive task, especially when handling big amounts of data. Without the tools needed for data validation, checking big amounts of data for accuracy can take months, after which there is still risk in working with unreliable data.
Before working with a data validation service company, you have to figure out if you need to validate your data once or if it should be an ongoing thing. If there is a problem with your data process, then it's good to focus on that too.