How important is a good Lancer?

It's important to have good servants of each class. That said, I'm the same as you, best lancer is lvl 70 Cu as well, and I haven't had any problems with anything so far. For this stage in the game, Cu is enough. As for AOE, we will be getting welfare Jalter santa lily for this year's Christma event in October/November. Tamamo and Kiyo are worth spending quartz on, but if you really want Illya and Merlin, I would recommend holding off on summer.

Edit: While having good servants of each class is valuable, nothing so far in the game requires it, and with a game like this, it's always better to roll for servants you WANT rather than the ones you think you NEED. If you want Illya and Merlin more than any of the lancers, save for them instead to increase your chances. If you keep rolling the gacha enough times you will eventually get better lancers anyway.

If you want an arts lancer li shuwen is your guy. Tank lancer, Leonidas is solid plus he works in most buster comps.

Personally, I got Li shuwen during the sanzang rateup and have max ascended him but I'm still planning on max ascending and then grailing my cu to 90. Cu is really an SSR in an R body because of his survivability. Unless your addressing specific needs the only two Lancers that significantly overtake him in my eyes are Shishou and Karna, who both have solid skill kits and damage output. A grailed Cu is very much competetive with any SR lancer other than in farm situations and aoe berserkers are probably better for those anyway.
One of many
https://youtu.be/ovNEYfoqcQ4

It's good to have, but since you can just take a support it's not a big deal if you don't. Just don't worry about it and focus on the people you truly want.

Agree with above. Raise cu proto as well.