No, you don't lose anything. Once you have installed Photoshop and Lightroom from the CC application manager you can start right where you left off. Is it worth it? That's a difficult question. I switched recently. I like some of the new features in Photoshop. I'm glad I made the change. When Lightroom 6 is released, I will be able to upgrade as part of my CC subscription. It's a personal choice, and I can't tell you if it will be worth it to you.
is it worth it To do so?
As Jim suggests, nobody but you can decide that for you.
But I've been on CC for a while now, and I'm extremely happy with the arrangement...
Others have confirmed that you will loose nothing if you switch to CC. Unfortunately, they didn't mention what you gain. For example, if you have an iPad or iPhone you can use Lr mobile Get started with Lightroom mobile | Adobe Photoshop Lightroom tutorials. Even without an iPad/iPhone you can still sync collections to the Creative Cloud and use Lightroom web http://lightroom.adobe.com