This is the first I had heard of EG 4.21... so I did a little investigation. Based on the following, it looks like there are four problems that are dealt with. The only one that looks semi-major is that projects created in 4.1 were apparently not maintaining the grouping in Query Tasks when opened in 4.2.
http://ftp.sas.com/techsup/download/hotfix/A32.html
So, doesn't seem like it'd be a bad idea to download the hotfix. I'll probably check with other SAS folks and do it sometime this week. Thanks for the scoop on the new release!