Yeah you don't, but it's cleaner to add it because vertical margins don't do anything when you set them to auto. 'margin: auto' might imply 'center horizontally and vertically' ;)
*edit
Well in fact I have seen it done both ways, but this is when your in a container and a height is set for the container you are in. When a height isn't set it then it isn't a problem. :D

