No, you don't HAVE to, but it makes a difference. I tune a lot of engines at the local track, and I started wondering why the other 2.5s were running better than mine. Quicker starts, and higher RPMs. One of the guys I tuned gave me a couple of tanks of Traxxas Top Fuel to try, instead of the Blue Thunder I always preferred. I re-tweeked, and that's all I run now.
Their fuel is specifically formulated for their engines.
You'll get some other opinions on this, everyone has their fuel of choice.