No! Although this is not necessary, we recommend it. However, factory bulbs will usually have the same life expectancy. This means that when one bulb burns off, the other is more likely to burn off soon. We recommend you change both bulbs.
Replacing both bulbs means you can easily predict when the bulb will go off, usually at the same time. Also, older bulbs produce weaker light than then new bulbs. This means your vehicle headlight will produce uneven lights and can be dangerous. Changing both bulbs is also time-efficient. You don’t want to change one bulb and still have to change another in a couple of days.