No, it’s not required. Sets are simply a way to organize your design tokens into logical files, often by theme, platform, or different brands. You can think of them as folders or layers that help manage different versions of the same tokens.
However, sets do not appear in token reference names. This is intentional, because one of the key benefits of using sets is the ability to define different values for the same token name across multiple sets (e.g., color.primary might have a different value in a “light” and “dark” set). If set names were part of the references, this flexibility would be lost.