Release : 6.1.2
Protection Engine for Sharepoint Servers (SPSS) does not support URL filtering. This use case is invalid for SPSS. That's why is shown as inactive. You are using SPE-SSERV-USR-PER which is not a valid SKU for the SPE engine.
You can see these URL features work for SKU SPE for NAS or SPE for Cloud Services but in this scenario are invalid for SPSS.
irrespective of whether URL filtering is enabled or disabled it is not going to impact SPSS as URL filtering is not the use case for SPSS. In the Related Documents, there is nothing mentioned about URL filtering in any place.
There is a change in the URL filtering feature in the 6.1.2 version of SPSS as it contains SPE 8.2.2 which is now leveraging the stargate engine which validates the license.
From this perspective, you are not losing any feature with respect to the SPSS use case.