When should I report heteroskedasticity robust standard errors?

With regard to a master's thesis in economics I am working on I am running six regressions (see attachment).
I find evidence for heteroskedasticity (by White's test) in one of the six regression outputs (regression 2 in attached file).

The question is: Should I report robust standard errors for that specific output?
Or should I report robust standard errors for all six regression (allthough there is no evidence for heteroskedasticity in five of them).

At the moment I have for the sake of consistency reported non-robust standard errors in all six regression outputs.

With robust errors, this is the result of the specific regression:

Dependent variable: Linux
Heteroskedasticity-robust standard errors, variant HC1

coefficient std. error t-ratio p-value
const 0.0547160 0.0168694 3.244 0.0016 ***
Piracyrate2010 -0.0216238 0.00991563 -2.181 0.0315 **
l_GDP_capita -0.00311412 0.00125895 -2.474 0.0150 **
AP -0.00626468 0.00175146 -3.577 0.0005 ***
CEE 0.00548235 0.00494118 1.110 0.2698
MEA -0.00653328 0.00163738 -3.990 0.0001 ***