I would bring one if I had a child with me (I am not sure if they provide life jackets for children on snorkling trips, but I would feel safer with my own). That being said it is unnecessary to bring one if you are an adult (I have been on a few snorkling trips and they all had them).

One other point worth noting is the fact that the water can be a little rough by the Antilla shipwreck (at least it was when I was there), hence, if you are not a strong swimmer, you may want to wear the life jacket while snorkling around it.