That is funny, as I have towed many many miles without one. And I thought I was conservative. Do I think auxiliary transmission coolers are a good idea when towing? Yes. Mandatory for every situation? No. Remember, we are talking auxiliary transmission coolers here. All Automatic transmissions have a way of cooling the fluid, as they come from the factory.
Here is what a company that sells the add on products has to say:
"All automatic transmissions have the means for cooling. Automatic transmission fluid brings heat from the internal components and transfers it to the transmission case and pan. Air passing by the case and pan, remove a great deal of excessive heat from the transmission. There is normally a cooler outside of the transmission as well. Most vehicles have a transmission cooler built into their radiator. In many cases this is more than adequate to maintain transmission temperature."