You don't 'need' one but the contacts in the Landy switches aren't the best and can be prone to burning out so any increased load, even with LeDs could cause issues in time. I've a pair of LeDs on with my main beam and use a relay. I know others have even incorporated relays into all the headlight functions so the stalk switches only control the relays which then handle the heavier loads. Just my tuppence worth!