If you are a serious breeder, and show/sell your kids etc. then yes. Breeders will be looking at all sorts of things, including milk yields. As someone who has horses, which are pure bred, it is very important for me to breed my mares with the best stallion I can find, and hopefully get a really good foal. This applies to goats in the same way.
Having said that, I keep my goats just purely as pets, and do not show. Most of them are rescue goats anyway, so what billy I use is not an issue. i have crossed sanaan with British Alpine nannies and got some lovely black and white kids. One lot came out all white, the next lot were alpine coloured. All went on to make nice goats.
Also, it depends what billies are available in your area, and whether you are prepared to travel your nanny to find the breed you want.
I am awaiting kids now from a British Alpine billy (black and white) and a Sanaan nanny (all white) so we will see what the kids colour is from those two.