Of course you don't HAVE to do anything, but just as it is important to have a straight foundation when building a house, it is important when building comb. I find that without the horizontal wires, it is easy for the foundation to belly to one side or the other. if this happens, it not only mess up that frame, but also the two adjacent frames (one will be overdrawn and the other will be underdrawn).
Its sort of like a gambling, it might not happen for a while, but when it does you have wasted your bees efforts. As a hobbiest, I do a lot more time consuming things than would be feasible for a commercial beekeeper.
For the record, I hate the pins. Soon as the foundation gets the least bit cold or brittle, they break thru and leave a mess.
Yes I think our foundation is different. I believe yours is wired in a W fashion , where ours is truely vertical. I do believe the bellying is probably less of an issue with the W.