OK -- 1st: there are very few moulds being produced in the 9mm - 38 spec range that actually are gas checked moulds - most all 9mm - 38spec loads will not get you to the point/velocity/pressures of needing a check. Most check check moulds are produced for the magmum calibers or rifle calibers;
2nd: No you do not have to use them - however, if you do not use them, keep your loads on the mild side to prevent leading and sometimes accuracy suffers using a gas checked mould without a check - without a check it is fairly easy to get gas blow-by.