My 3.5 year old son is potty trained, but doesn't want to pee standing up. Is it important that he learns how to do this?

In time he'll change. In early childhood kids often want to do what they did yesterday rather than trying something new. Change can generate anxiety & its hard for adults to understand why it would. In time, dad can model the behavior or his friends at daycare will provide the peer pressure needed for him to change. Give it time and be comforting, he needs you to be an anchor even when he seems to hold back.