Their are two main styles of calipers. Fixed and Floating.
A fixed caliper does not move when brakes are applied. They have pistons on both sides of the rotor, and those pistons clamp down on the rotor while the caliper remains rigid. Since the body of the caliper does not move a hardline is fine with these. This is commonly found in the aftermarket 4+ piston brake kits.
With a floating caliper the caliper actually moves when brakes are applied. These have pistons on one side of the caliper. When a floating calipers actuates the pistons push the pad against the rotor, once the pad makes contact the body of caliper slides in the other direction so that the other pad makes contact and clamps down. Floating calipers require a flex line to allow for caliper movement. If the line can't flex something else is going to wear prematurely or fail. Whether it would be the caliper, the pads, or the rotor I couldn't say. These calipers are what most factory cars use.
All RBVs used floating calipers, Explorer rears included, as did the Mustang and most of Ford's other cars that I am aware of.
I don't know what style your race car uses. If it's a track only and depending on the style of racing I probably wouldn't worry about it too much. If they are on a road course or auto-x car and/or see a lot of street use then I'd be adding some flex lines ASAP if they are floating calipers.