Sabots kept the ball from rolling in the bore. This kept the fuse in the correct position when firing exploding shells. It would also prevent the ball from rolling away from the charge when the muzzle was depressed (that would be bad, m'kay).
Many sabots were designed so that a powder bag could be tied to them, creating 'fixed' ammunition.
I've often considered making some sabots for my 1.125" balls, but I never have. All of my live fire in this gun has been with unpatched lead balls of proper windage, rammed down tight against the powder charge. The charge is usually pre-packaged in aluminum foil, although I have used loose powder on occasion.
My opinion is that you do not need a sabot. All other things equal, a load suitable for a saboted ball should be perfectly safe for an identical plain ball (unpatched), since you are decreasing payload size/weight and probably increasing windage.
Of course, it is JUST my opinion. There are others here with much more experience and if I am wrong, I will defer to their superior knowledge.
EDIT: DD posted while I was typing. I need to learn to use more than two fingers...