It is always important, at any distance. That is why the 357 is so much more effective than the 38+P.
Effective at what? Expansion?.....bullet construction can give you a .38Spl round that expands at lower velocity. Penetration?....see above. Energy transfer?....yes, but not as much as you think.
The only thing more you get from a .357Mag snub at close range over a .38Spl+P or 9mm is blast & recoil.