Hi there,
No they defintely do not need an anenome to host in. Perhaps it is preferred in nature, but they are fine without one. They very easily, as the last post shows, host in other corals.
The issue of anenomes in home aquaria is highly debated in the Reef Forum as not many survive for that long, so I think the best option is not to go for one for now.
All the best,
Tim.