I would not head back to your room to shower between, not unless it was a case of you staying in an Epcot resort and walking back. You could waste A LOT of time doing that. I'd understand it more for someplace like Yachtmans, but for BOG? Trust me, everyone will be hot and sweaty.

You could throw a change of clothes in a backpack and some washcloths, and use the handicapped stall to wipe down. Many of them have sinks. So instead of having an hour each way (once to your room and once to MK) plus however long it takes you to shower, you'd have an hour over to MK from Epcot.
As far as Ellen's Energy Adventure, maybe if you get caught in a thunderstorm and need to wait it out. Other than that, I wouldn't worry about it. It's no a must do, especially if you are short on time.