Does it HAVE to be? No, I suppose not. I cant think of a functional reason that would require it to be painted. Sometimes even color is added to plaster to provide a final finish. Question is if you like the look. If you do, then leave it. If you are going to sell the house then paint it, most people would expect it to be painted. Don't not paint just because you are trying to avoid work.
First, due to the porosity of plaster, it needs to dry for about 30 days before doing anything to it. If you want to paint then, use a good quality primer but NOT PVA primer.
If you don't want to paint, it will look good for quite a while but the walls will absorb moisture, gasses and stains from the natural activities inside the home. I would advise painting it.