You don't HAVE to, but the section of a tapered leader that is the X-rating listed on the package is only about 18 inches long, so as a day goes you use up that 18 inches and then need to attach tippet or have a heavier leader. Or, say you're fishing with 3x (good for size 8, 6, 4) flies, but decide to use a size 18 fly. You then need to bring that 3x down to a size more fitting to a size 18 fly, like 5x. Maybe you buy mono leaders and then attach flouro tippet as a way to save money. Start with a 9 foot leader of the X-rating you expect to need based on the flies you want to use and the fish, and go from there.
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OHWM