Luckily, pfSense is just transferring data, so any corruption of memory would be transient and possibly picked up at the receiving end. But, at the same time, you'd rather not have that anyway, plus it could quite likely make your router pretty darn flaky.
Un-detected single bit errors aren't all that common, though, so it'll all depend on your needs. If this is a very important installation, then, sure. But, I certainly wouldn't spring for it on a converted desktop if it cost a lot extra (of course, assuming the motherboard supports it.)
Most "server" level equipment probably already has ECC RAM, which, if you're doing an "important" installation, you may already be using.