Novak Conversions Jeep Wrangler TJ engine mounts

Should I install missing catalytic converters?

This is generally true. The fuel calculations are made only on the signals from the upstream sensors - the ones above the pre-cat if they were in place. When a downstream sensor is out, the vehicle will pretty much ignore it. It uses those downstream sensors to ensure that the cat is functioning as expected. Mostly.

True as far as fuel calculations, but most vehicles will throw a cat inefficiency code. Since the OP only has a heater circuit code my guess is his Jeep came without those cats as mentioned by other posters.
 
It's worth mentioning that removing a properly functioning cat on a modern gasoline engine has no perceptible impact on performance. Tests repeatedly show a gain is only 1-3 hp. The tailpipe emissions are just worse.

We figured out how to make them do their job without restricting flow a long time ago, but it's hard to break the easy narrative that cats killed the muscle car, which even then wasn't the whole truth.

I’m just saying that after removing that packed clogged cat solved my CEL, misfire and added throttle response.
 
Novak Conversions Jeep Wrangler TJ engine mounts