Hey Skyler. I would say it is important to use H2 tags and maybe even some H3 tags, but not necessarily because of keywords (obviously we all know not to keyword-stuff).
The heading tags provide value in another way. Actually I wrote a hub about it awhile ago. (SEO Techniques: Heading Tags for HubPages or any Website) Basically though, heading tags are important for categorization purposes for both the human reader and the searchbot.
Have you ever seen the menu for Cheesecake Factory? It's huge - basically a book. Now imagine trying to find the turkey club sandwich (my favorite) within all those pages if there were not any headings (appetizers, hamburgers, pasta, sandwiches, etc.). Headings serve the same purpose for people looking at a website, and for search bots that need to index information.The hub will go into more detail if you're interested.
Whether or not you should go back and add them to older hubs is obviously up to you. But if you did not originally break the text up into separate capsules you still can add H2 tags by using the dropdown in the text capsule. Otherwise, the capsule subtitle is coded as H2.