They don't need to, but if the inter-branch traffic needs to be optimized, then a MultiSite config on the spokes is needed.
If the mesh inter-branch traffic is insignificant, then the spoke sites traffic can fall within a default #99 bypass policy. In this case only traffic destined to the hub site is optimized and inter-branch traffic falls in a bypass rule.
Note: Having inter-branch traffic optimized (default) without a MultiSite config will cause the datastores to go out of sync and have a negative impact.