There are benefits for both ways.
As Daveyboi points out, it is easier (and much less time consuming) to shoot with a grad than deal with it later in post.
However, doing it in post is more versatile, one of the big drawbacks of a GND is that it can't be shaped around the scene. They are great if you have a nice straight horizon with nothing sticking up across it, but if you do then the grad effect will cover that too. So, if you have a bunch of trees at the left of the scene and a building, maybe a nice old stone church, in there somewhere then the grad will darken their upper sections too.
That means that the trees with nice green sunny foliage lower down, will go dark and blacker part way up, the churches lovely grey stonework will also develop a "tideline" where it gets much darker. This can look very unnatural. Taking two images and blending them in post (or even one image and making two different starting points from the raw, one for the sky and one for the scene) allows you to add the effect to the sky but mask it off from affecting the trees and the church.
There is no right, or wrong, way to do it. Grads are best at some times, doing it in post is best sometimes and is always a viable option if you are prepared to take a bit longer over your editing. Which you choose is up to you, but to answer the question as worded, a GND is not necessary but can save time and do a good job with some scenes.