With LP or NG you don't have to insulate. Only thing you're doing is playing with the gas bill at the end of the month. It'll cook fine either way. Generating the correct amount of smoke may be easier in a well sealed system but that brings up another important point; Do you have an automatic safety shutoff on your NG components in case the burner were to go out when you aren't looking?
It's just so you don't end up with the worlds heaviest brick bomb sitting in your backyard. That would suck the fun out of ANY dinner party…..
And WELCOME!
…. I'm getting old so sorry if I welcomed you before but I figure a guy just can't feel too welcome…..