Absolutely. A GPU is what turns an Optiplex (or even an older PC in general) into a gaming PC. Without my RX 480, I certainly wouldn't be able to play all the newest titles as well. Luckily, newer GPUs do tend to be more power efficient, but it's best to just use a better ATX PSU as you can get them for fairly cheap and it not be total junk. A good ATX PSU with dedicated 6-pin/8-pin connectors will always be a better idea than using adapters. Other than budget, I can't think of a single reason why anyone would choose adapters over just getting a better PSU.
RE: Criticizing Linus Tech Tips' Optiplex Gaming PC Video