I would set up your gear using the Cambridge MM phono input and listen for a week or two. How does it sound to you at that point? It'll probably sound very good, assuming everything is set up properly. Could it sound better, or at least different? Sure, but always remember that different doesn't automatically equal better.
If you decide to go external phono pre, you'll gain flexibility for the future, different and possibly better sound, and (with some models) more adjustability for cartridges. Then it becomes a matter of settling at a level that you're happy with. I settled on the Cambridge Duo a couple years ago and have not wanted for more, even though it's probably the 'least' compared to my other equipment in the chain, but I'm also a MM cartridge guy and tend to avoid spending too lavishly on my HiFi gear. I don't sense that I'm missing anything with the Duo that I care to spend many hundreds (or more) to acquire.
One thing is for certain: if you spend goodly amounts of time on forums like this, the chances you'll fall into the gear-churn rabbit hole will increase greatly. A big part of the hobby for many of us is the fascination with gear and an often unrequited search for better sound without going bankrupt. It's as predictable as the sun that I settle and within a few months I'm engaging more heavily on AK, deciding to buy a new this or a vintage that, just to scratch the itch at this point.