This is one of those "cheap insurance" things. You will probably never encounter water pressure high enough to maybe cause a problem, say 75 psi or more, but if you visit unfamiliar places it can happen. In fact, more often than not, low pressure will be the problem. Always using a regulator avoids that worry.
Don't get one of the cheap ones that limit water flow volume as well as pressure. You want at least 3 gal/minute (gpm) and preferable 4-5 gpm.