Yes. Whether or not it's worth it depends upon the architecture of your DAP, in this case, whether it is truly balanced. If it is, balanced tends to offer a net decrease in noise, as it cancels out common mode noise and substrate noise, for example. In return, you may hear increased clarity, imaging, and soundstage. A lot of these improvements will depend upon your particular gear, although people will often speak broadly about balanced or single-ended being better.
With the 846, there is another thing to keep in mind and that is output impedance of the DAP. The output impedance doubles with a balanced output and, since the 846 has its own impedance varying between 4 and 16 Ohm, any output impedance above 0.5 Ohm is going to start altering the sound. The approximate effects out that can be found here:
https://www.head-fi.org/threads/shure-se846-impressions-thread.675219/page-1090#post_12909677
At 1.0 Ohm, in my experience, the alteration to the sound is just noticeable and easily offset with a good choice of eartips. Some options here:
https://www.head-fi.org/threads/shure-se846-impressions-thread.675219/page-1205#post-13617865
Of course, you may like the resulting sound. Nothing wrong with that, and you certainly will not be damaging your earphones with a high output impedance.
So, keeping all that in mind, I did find that going balanced improved the 846 in minor but noticeable ways (the ways I mentioned above). I would recommend trying it. There are many cable options through AliExpress that are inexpensive enough to experiment with. I spent about $25 on mine and it works beautifully. Since they are MMCX connectors, I would not recommend A/Bing though. Change the cable as infrequently as possible. If you don't see results, sell the cable and you're out just a few bucks.