I get what thulben and sir pudding are saying. The term "Prime Material Plane" is nothing but a technical D&D term. It's all but meaningless elsewhere AFAIK. It is not unlike asking about Magery on the D&D forum or muggles on the LotR forum. And while Gurps is certainly able to handle gygaxian cosmology, it is by no means the default cosmology for GURPS DF as the OP's first paragraph seems to suggest. /curmudgeoning.
I've never had a Prime Material Plane in GURPS DF. I've had one material plane and one spirit plane. And I've had one material plane and two spirit planes. In non-DF GURPS games I've sometimes had multiple material planes but none of them were considered prime.
Before I got into GURPS, I ran probably over a hundred games. Many of them had multiple material planes. And in some, one of the material planes was considered more central or in some cases, more real. So in these instances, there was a Prime Material Plane if you will. And I've played D&D.
As an attempt to answer the OPs question, I'll say that in the games where there was a PMP, it was so important
because it was somehow more central or more real. In my view, the PMP is important by definition. It is
Prime after all. Whatever makes it stand out as prime in your cosmology is what makes it important.
Some ideas on what makes a material plane "prime":
- It is what God or the gods pay most attention to.
- It is the place where new souls are first introduced.
- It is the largest or only hub/crossroads between planes.
- It is more lasting. Matter from it will remain material in other planes while matter from other planes will dissolve on the PMP and otherworldy creatures can't stay forever on the PMP.
- Material from the PMP is more potent. Its food is the tastiest, it's steel is the easiest to enchant, etc.
- Material, or even magic itself, is most potent when taken to the PMP (sort of the opposite of the preceding point). If everyone's magic items are more effective on the PMP, they will want to bring them there to use. It becomes the play field.
- While time flows at different rates in different planes, they use the PMP as their universal clock.
- Souls transmigrate is a special way on the PMP. Maybe you can choose what to become if you die there but if you die elsewhere you become something specific. If you die in hell, you become a demon but if you die in the PMP, you could become an angel.
- Thoughts/beliefs on the PMP have a formative impact on the other planes but not (or to a lesser degree) vice versa.
I think I'll stop there.