Do you need to? No. But here's why Google says it's still a good idea:
Of course, we still think it's useful to submit your Sitemap through Webmaster tools so you can make sure that the Sitemap was processed without any issues and you can get additional statistics about your site.
And if you use a sitemap index file (where the main one points to sub-sitemaps), you will need to expose every sitemap in the robots.txt file explicitly as live/msn does not seem to honour an index list.