You don't have to. But boiling a duck before roasting for 10 minutes renders out excess fat and makes for very crispy skin. If you find that your duck is too fatty for your liking, next time try this: bring a very large pot of water to boil, place the entire duck inside the pot and boil for 10 minutes. Carefully take out the duck, allow it to cool on a wire rack, then proceed with your recipe.