Is SPD always a problem?

I have a 3 year old who I think has many of the symptoms of SPD - of the hyposensitive variety. We have commented from a very young age that he does not seem to feel pain, and this really does appear to be the case. He has quite severe excema particularly on his hands, but this doesn't seem to bother him at all, even at the point of being infected and weeping.

He recently had his preschool shots, which he watched with interest and afterwards described as "a bit spiky". No tears or distress at all. He is constantly moving, jumping, bouncing, hitting himself and others, running into things/people for fun... Hitting and pushing behaviour towards others (mostly his brother who fortunately is very tolerant) is not done aggressively or out of anger, almost affectionately!

He loves big slides, swings, spinning round and being thrown in the air. He puts everything in his mouth, food and non food. He will happily eat spicy curry, and has been known to eat egg shell. His favourite activities at nursery are sand and playdoh and he loves anything messy.

On the other hand, none of this seems to be causing him any problems as yet. He is a happy sociable otherwise normal child with very good communication skills. I guess there may well be issues when he gets into school and needs to sit still for long periods of time. I do not think he has attention issues, he can sit and listen to a story or concentrate on drawing etc for an appropriate period of time if interested.

So my question I guess is whether there would be any merit in pursuing a diagnosis or treatment? Is this something which can exist without causing difficulties, or is an early intervention always helpful?