Yes, regardless of the specific labels, there are clearly interesting and meaningful differences between these things, and it’s worth having vocabulary capable of distinguishing them. The whole universe is a continuum of stuff but it helps to have more than just the word “stuff”.

Arguably there are just two categories: stuff and not-stuff (aka vacuum). And then you go from intergalactic space (almost entirely not-stuff) via interstellar space (marginally more stuff) through planets and stars up to neutron stars (lots of stuff) to black holes (well, we don't actually know what is inside a black hole exactly, our models break down).

Is this classification useful for everyday life? Not at all, but looking at things from different perspectives for a change can be quite amusing.