No, you don't HAVE to soak the beans. It will not affect the taste or flavor of the soup at all. However, soaking them will cut down the cooking time. If you don't soak the beans, plan on adding at least another hour to the stove top cooking time. If you are making this soup in the crockpot, you do not need to soak the beans since they'll be cooking in the slow cooker for about 8 hours.