Without a receipt header your application will fire messages potentially faster than the broker can receive them at. The broker may issue failure notices however STOMP being asynchronous your client won't get to see it.
Without a receipt ActiveMQ (5.5.0) with ProducerFlowControl turned on drops messages (even persistent ones) and my application knows nothing about it (send() returned true). With receipt header specified the STOMP library handles the wait for the receipt acknowledgement for you - you are essentially automatically throttled.