In a VM world probably wouldn't bother.
For Management then there is no HA option in terms of licenses.
For SOME Gateways/Non-Management Appliances then there are HA options.
For instance the 5x00 Appliances have a with HA option on the Price List. The 3200/3100 do as well.
Seems to be that the 3600/6x00 Appliances however don't have this option either. So appears that with the new Appliances then Check Point seem to have dropped the HA price option for the Second Box in a Cluster. Older Appliances still seem to have the option
Perhaps this reflects the Clustering Changes in R80.40 and Check Point not expecting HA Clustering in the traditional sense to be around but will push the price up for people who used to that roughly 20% discount on the Second Box in a HA Cluster.
Be honest only spotted this as went looking after seeing this thread.