I have never run an oil cooler in my race car.
That doesn't mean it isn't a good idea, but my car seems fine without it here in the northeastern USA. The 1500 rad is very efficient; oil and water temps are on the cool side with a blanking plate in the thermostat housing. The car never uses oil, even after a 3 or 4 hour enduro. And it's one more thing to break/leak/wear out.
Maybe if I was racing in Florida or Arizona I'd feel different.
By the way, oil coolers are like sludge traps and can get pretty gunky after a while. And they are impossible to clean out properly. If I were running one, I'd replace it on a regular basis.