An interesting question. My initial response is “Prove to whom?” If in your particular circumstance the answer is “to your insurance company” or “to your husband,” then you’ve contracted with an entity beyond anyone’s control. Do what you have to do.
On the other hand, if you want me to say “yes” in order to justify the expenses you’ll incur doing something that you have your heart set on doing . . . . YES. Do it for heaven’s sake! It’s only money, and the kids can get a fellowship for grad school if they really deserve to go.
In all truth, there isn’t a crying need to prove yourself to anybody! If what you do pleases you, that should really be enough—particularly if you live on a desert island and don’t have to listen to your neighbors gossiping behind your back about how feeble your shoulders-in are. If you do care what other people think—or care that what you think of your work is grounded in some objective reality—then approbation rendered by someone you respect is worth seeking. It can be a coach, a mentor, or the community as it reacts to your competitive efforts.
In the grand scheme of things, going to recognized shows will probably not make you a better person. It can give you some worthwhile feedback from knowledgeable judges—usually from more experienced and better trained judges than you’ll typically find at schooling shows. If you’re looking for the truth, you’re more likely to find it there than not.
I’ve written before about how remarkably unlevel the playing field is when you compete. If someone with three grooms, a six figure horse schooled in Europe, and a lifestyle which doesn’t require Soccer Mom duties does better than you and your equine domestic shorthair, you have no business being disheartened.
It’s about Personal Bests if you can achieve them. It’s about having a good time with your friends. And (I can’t believe I’m saying this) it’s about the Journey.