Yes, I do. No, I do not "have to" (only started a few years ago, but I've never been much of a spender). I do it because I have some big money goals (like building a house on my property) that I would like to happen sooner or later. If I budget and track, it helps keep me on track to meet the goals.
I do get random overtime, so I can help bump my numbers on some stuff when I want (I may give myself $50/month to spend on quilting/knitting/crochet related expenses, but if I work OT, I'll bump that up to $75, or, if I see a great sale and want to stock up on yarn, maybe $200 of my OT money can be put into the fund). But, 90% of my OT money goes toward the big goals.
Once the house is built, and I'm done helping my son with college, I will probably go back to not tracking money or budgeting, but my old method of "My bills are x amount, my income is y amount, I should see my checking/savings grow by z each month. If it grew by less than z, I spent too much, and I'll cut back next month to make up for it." For a non-spender with a good income, low expenses, and nothing big to save for, it's enough for me.