The Data Partition format is done only once, during the first TWRP installation, when the original Xiaomi Global ROM is in the phone, the reason is to remove the encryption. Of course, it doesn't have to be done later. Therefore, if you are installing a new ROM version or changing the TWRP version, you do not need to format the Data partition.
If you hlave in phone MIUI.EU ROM 11.0.5, update to 11.0.7 automatic by OTA.