See release notes at https://github.com/JoinMarket-Org/joinmarket-clientserver/blob/master/docs/release-notes/release-notes-0.4.1.md
This fixes a potential privacy leak when using Tor, so for that reason is required for those users. For all users, it is highly recommended to upgrade now, as it will fix a bug in reading any non-default IRC configuration (any change from the two sections MESSAGING:server1 and MESSAGING:server2 may fail in an unexpected way before this fix).
As noted in the above link, you will need to follow the 0.4.0 upgrade process if you are upgrading from pre-0.4.0.