It is not compulsory.
However, I have often found that the last constraint I made is not immediately recognized in the Actions or Chors I have the character in. Forcing a Save on the PRJ will make it work, or it is often convenient to start a new Action if i am just testing something.
I could test it in a new Chor but the Action is more convenient.
Poses, Actions and Chors all store key frames but Poses don't cause these keyframes to happen at a time. ON/OFF Poses store settings you make, to be active when the Pose is ON and not active when the Pose is OFF. (The Pose Slider gives you a variable amount of ON/OFF, from 0% to 100%.)
Also, Poses are stored with the model. Actions and Chors are not.
Many years ago it was thought that we would animate by making various walks and talks and hand gestures in separate Actions and then glue them together in the Chor to create a performance, much as 2D animators put pieces of animation on "cels" that they can cycle or re-use.
That has turned out not to be useful in CG. Almost all character animation today is done in the Chor. This is true of other animation programs that have something like our Chor.
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Do the Barry Zundel Tuts have you make your rig constraints in an Action or a Pose?