If the CT is being used to feed a single current relay or ammeter, the polarity dots are not needed. However, if the polarity dots CT's feeding a 3-phase device are not consistent then two of the CT's will be connected in an additive configuration and one in a subtractive one. This mismatch of will cause the subtractive mode CT to be 180° out of phase which means any device, like Power Factor, that depends on phase angles will be very confused. The next problem is if all three polarity dots face the same way but in a different direction than the VT's. Again this would cause an unexpected phase shift, a typical result is the KW readings being negative.
Just because you can, doesn't mean you should.