I don't do tri's but I'll share my opinion. If you have sufficient time to test out new saddles, I would say a most definite YES! I had a 40k time trail that I did in the aero position and thought I was going to die. It effected my time because I was trying to stay off my seat most of the time. I forced myself to finish the race but my time was horrible.
Edited to correctly say...No, don't suck it up...YES, look for a new saddle.
Life is what we make it, always has been, always will be. ~Grandma Moses