[Bigdav160]

There's an old saying "keep the pinion shim with the housing". Changing bearings, differential case (carrier to some) does not change the pinion depth to ring gear relationship. Gear sets are manufactured to known measurements too. Their replacement theoretically does not change pinion depth (unless marked + or -)

How many axles have perfect pinion depth from the factory? Not many. It certainly doesn't hurt to check it and adjust it.

edit to what Youngpup said, working on Dana axles; test bearings are essential since the shims are the side bearings on the case. (under the race on the pinion)