Nope, it's not necessary. However, the software (iCue) is pretty stupid, even if you only activate the lockscreen/screensaver in Windows, for example, the settings change to rainbow-cycle.....

All other solutions I have used so far, including Aura, Mystic and RGB from MSI and EVGA GPU's remember the RGB settings, even when booting with a different OS like Linux. Who knows, maybe it works better if you use the Corsair Commander instead, I can't say due to lack of experience. G.Skill Tridenz Z RGB also does what it wants.... sometimes it doesn't work again....