If you can find a vet with a scanning machine it could be really worth it. My bosses young dressage horse had a similar sort of lameness, it was undetectable on the straight and on the right rein, but slightly off on the left.
They tried a few things, but eventually got the vet out to scan, and it turns out he's damaged his suspensory ligament. He's now on a months box rest, and if it's not any better by the they're looking at £1000 worth of electroshock wave therapy.
Definitely better safe than sorry, if possible.