No, of course not. Why did you think you would?
I personally use the scramble which whatever program I'm using gives me, apart from some keeping statistics and the scramble that goes with the the time (CCT) there is absolutely no reason you need to follow them.
Also, it feels more fair when you get a scramble where a block is formed or you can make an easy cross, because you haven't scrambled it yourself so you won't feel the need to break it up!
You can also record the scramble yourself like if you had so much fun solving the cube after that particular scramble that you want to do it again. Or even if you want to have a competition with someone, to make it fair you need to have the same scramble thus making following a scramble is those circumstances essential.
