OK, here’s the deal:
No, iambic pentameter is not an illusion.
Did Shakespeare know that he was using it? Probably not, but he wasn’t necessarily just copying what others did, either (most other poetic drama of the day was in iambic tetrameter).
The vast majority of the verse in Shakespeare is based on iambic pentameter (exceptions include “supernatural characters” [fairies and witches] and purposefully “bad” poetry [Orlando’s poetry in As You Like It]). But rarely is an entire speech in perfect iambic pentameter (that would be sing-songy and boring as heck). Most speeches have some variations; the Macbeth speech you reference is filled with variations.
So why do we focus on iambic pentameter?
Well, there’s the rub… and a rare intersection between acting and literary criticism. Often you will find variance from the iambic pentameter gives the actor a clue as to what idea to push in the speech. Think of it this way: iambic pentameter is the rhythm of the human heart, and the variations are like palpitations, ones that clue us in to what ideas are causing our hearts--and minds--to flutter. Also, you’ll find at times feminine endings to lines (an unstressed syllable after that last stressed syllable in the line)... think of Shakespeare’s most famous speech:
To be or not to be; that is the question
Whether ‘tis nobler in the mind to suffer
The slings and arrows of outrageous fortune
There are too many syllables in each line, just as there are too many thoughts running through Hamlet’s head at the time. AND you've got some trochees (two-syllable chunks that are stressed/unstressed) in there as well.
Think of that Macbeth speech you referenced. Why is it so UN-iambic? He just found out his wife is dead, reason enough for his heart/mind-beat to be a little disturbed.
So, in the end, how important is it? Well, if you’re looking at the plays just as plays, narratives presented on stage, not very important. But if you’re acting, or studying how Shakespeare creates tone, mood, and character, then it can be as important as you want it to be.
Hope this helps!