What would you like us to add?

Add xDomainMessageSender to the "the-scroll-messenger" page and maybe add it to the "scroll-messenger-cross-chain-interaction" guide

How important it is?

It's essential in cases where a developer needs to bridge state between contracts on L1 and L2. It allows the developer to gate which contract initiated the bridge transaction.

I needed it for my project and saw it in scrolls erc20Gateway contract. I think it will be very useful to be in the docs :)