Should I buy non-ECC RAM for my Dell PowerEdge R730?

Don’t. That server likely won’t even boot with standard non-ECC DDR4. The real performance difference in a home media server is basically zero, but the R730 expects registered ECC (RDIMMs). Saving $40 isn’t worth the random crash when a memory error hits your ZFS array or Docker database. Pay the extra forty bucks and sleep better.