No. Of course you do not have to make a real money deposit in order to play Big Bass Bonanza slots in demo mode. Free is free, after all. And that means nothing is required of you financially.
True, some online casinos will require that you create a user account first, often for regulatory reasons if this is the case. But if you prefer not to, you should easily be able to circumvent it by visiting another online casino that has no such stipulation.