The personal statement is meant to illustrate your interests in the subspecialty, and this is done by drawing from your prior experience with the particular subspecialty. For most people, this would be through residency but in no way do you need to mention how much you enjoyed residency overall.
You do not need fellowship training for work, though fellowship training often adds extra skillsets (e.g., EMG/EEG, botulinum toxin injections, DBS, etc.) that diversity your clinical practice. I would encourage you to envision how you want to shape your practice (e.g., inpatient versus outpatient, if outpatient, general versus general with subspecialty focus versus subspecialty only). From there, you can consider whether the extra 1 to 2 years of training makes sense. I would think doing the extra year with increased familiarity with procedural skills make sense for most people, though I am also biased.
Lastly, while fellowship training is likely the most efficient way to learn EMG or EEG (as you otherwise would not have the patient load), there are other skillsets that can be picked up through residency, these including many headache procedures (e.g., Botox, SPG block, occipital nerve block). If you have a lot of elective in your 4th year, you can also consider stacking them with procedural-oriented blocks.