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No you do not. I have had no gasket on my xl for a long time. I've had no problems.
My egg always leaked on the right side until I put a Rutland on it. Now it doesn't leak at all. I know that doesn't answer the question of whether a gasket is needed, but if the leaking bothers you, a Rutland will probably fix it.
It's bothers be me even though it's probably just aesthetic and not function-compromising. Just because "it isn't supposed happen". Apparently, it's really difficult to have these type of anal-retentive idiosyncrasies when observing a low and slow.
"Entrepreneurs are simply those who understand that there is little difference between obstacle and opportunity and are able to turn both to their advantage."