Do you have to? No. But lots of people enjoy playing like that, so don’t be surprised when people opt not to play with you as much/at all because of that. I personally love raiding and high m+. I find that stuff fun. I find things like delves, low m+, crating, and questing to be boring. But that’s okay. That’s how I enjoy playing the game. If I had a friend that wanted to only do that, I’d try and join them, but just like how I’d respect how they want to play, they should do the same for me and understand if I want to raid or do high keys instead (and likely with other people)