Not necessarily. Many Italians in Bologna where bolognese originated do not use dairy. You may see many recipes for authentic bolognese and they all vary a lot but most of them do use some sort of cream or milk. Many Italians will argue that is not a traditional bolognese. This is what I learned when I visited Bologna, Italy. This bolognese has no cream or dairy and it is my favorite way to make bolognese. This recipe was taught to me by an Italian family in Bologna.