I wouldn't hesitate to do it. Other than reporting our kill for big game, there is no way to report info on our big game hunts out here. There are no ways to report how many sightings we have, etc. However, we do have something with small game. In order to 'validate" our license, so to speak, you must fill out a harvest information survey and get the sticker.
I like it, because as the other guys said, it helps them kleep tabs on deer and elk populations that they might otherwise have no clue about. They can't be everywhere, especially in a state as big as Colorado, and with terrain like you have there.