No, you don't. You can use an alternative dairy-free milk in this vegan rice pudding recipe, but do keep in mind fat and sugar levels. I personally would not recommend using rice milk for this recipe since it is very light and will not add much creaminess to the recipe. In contrast, coconut and cashew milks are more creamy and may be too cloying for this recipe. Oat milk is a good nut-free option, but since it is sweeter than almond milk, I'd suggest reducing the sugar in the recipe by half. I chose almond milk because it has a delicate taste that would not overpower the other flavours in this dessert. Other kinds of milk will add a slight variation to the flavour, so please bear this in mind.