No it is not necessary...otherwise that would be labeled plainly somewhere on the dash to do so.

Besides, "boot-up" takes a few milliseconds...less time than it takes to twist the key after insertion.

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2009 ML350 (106K) - Family vehicle
2001 CLK430 Cabriolet (80K) - Wife's car
2005 BMW 645CI (138K) - My daily driver
2016 Mustang (32K) - Daughter's car