Yes, it's really important to do so, and to take into account other variables of status as well, in order to see how oppression operates at different levels of the social structure with regards to the oportunities people have to make meaningful choices.
In that context, there are some privileges and attached to each type of role/position, and it is those differences that have enabled oppression to function *between* the various groups as well.
For example, upper class (aristocratic, not wealthy middle class) women in European societies have always had far greater access to abortion / pregnancy termination, but far less opportunity to make decisions about their personal lives (e.g., who they would marry) or the lives of their children.
Working class women have had to work, but this has also given them the freedom TO work, whereas middle class women struggled to achieve the right to be employed and to keep their own pay.
Women of colour have been oppressed not only as women but because of their race, but this has enabled them to circumvent many of the ties which bound white, middle class women to certain roles. An example is Sojourner Truth's famous pipe smoking. If a white middle class woman had behaved in the same way, she would probably have been put into a mental institution (many were).
Were any of the 'privileges' worth the oppression? Of course not, and this remains true today, although it's less obvious.
Is it *worth* a whole class (maybe underclass) of women, children and men, being oppressed and exploited so some people can enjoy watching pornography?
Many would argue that a system which enables certain activities to prosper under the cloak of other, less disreputable activities, is NOT worth it.
Others argue that individual freedoms disallows a social context.
Regardless, the systemtic oppression of groups, with disproportionate representation of women and children within them, continues, and even though many would chhose to be free, somehow they don't get the chance to make that decision ...