I don't think it's a must in any sense of the word.
Just posted about this in another thread, but IMO it's a nice to have if you want a little more flexibility in the ride quality. If you've driven a standard sport suspension and are OK with it, then go for it. It's going to be a little softer or a little harder than the standard sport suspension depending on the mode you have it in.
I find the DHP comfort mode ride quality fantastic, even on the 19" RFT's.
Current: '15 M235i Vert
Previous: '13 335i, '08 TL-S, '00 Corvette