QT is not a must, it is a good way to avoid getting any kind of disease introduced in large scale into your tank. Yes, fish have parasites. If the fish is healthy, and good husbandry and preventative practices are followed, then the chances of finding yourself with sick fish, or a sick tank infected with disease is greatly reduced--but not eliminated. A fish in a fish store that comes to your home is stressed, increasing the risk of ick, or any disease process to take hold of the fish. Also, you don't know if this fish is sick or not just by looking at it at the LFS. I'm sure you have been fine one day, and the next you're down with the flu, right?
If you introduce your fish directly from LFS to tank, then you run some risk. Will you get ick? Maybe, maybe not...its a greater risk that you will than if you had QT. Do you have to QT?, No. Take the risk, or don't take it. Matter of choice.