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Whether or not a respirator is helpful to have in your arsenal of tools is contingent upon what you expect to use it for- mixing pigments, while painting, et cetera.
To further elaborate, respirators require filters that protect you from certain fumes and particulates and vary with each type/model of filter cartridge. They are a proven preventive measures with many products; however, encaustic's obscure exsitance makes it difficult to find accurate data. This conflicting data about respirators and there effectiveness against wax fumes or rather encaustic fumes are frustrating to say the least; I am not going to add to the confusion by adding my own unfounded data.
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For more information go to NIOSH-Approved Particulate Filtering Facepiece Respirators on the CDC website.