What can happen if an orthotic is recommended and I never get one?

If your doctor has recommended that you get a custom functional orthotic because your problem is based on a fundamental instability you have in your bone structure which results in your body going out of it's proper alignment, it is wise to way out the long term ramifications of not addressing this instability now rather than wait till later.  Remember that this misalignment is the cause of the aches and pains that brought you to your doctor in the first place. 
The orthotics that your doctor uses correct and restores normal alignment and function which almost always results in better alignment and factually speaking - better alignment means greater comfort!  Often our doctors relay to us that their patients say that the realignment of their feet leads to less ankle, knee, hip, and low back pain in addition to addressing the heel or arch pain that they came to the doctor to get handled.
The point is that not restoring proper alignment can lead to further problems in the future, not just in your feet, but higher up in the various joints and muscles of your entire body.  If an orthotic can help prevent these things as your doctor has advised, then you simply run the risk of developing problems in the future if you ultimately decide not to get them.