you don't need to per say.
But it is considered a sensible course of action to get your hours signed off at every stage of your training, hour building and line flying until ATPL issue.
Its also wise while your still low hours to keep a backup until then as well eg electronic and paper. After ATPL the CAA doesn't really seem to care unless you crash but up to then they can be a bit difficult if you should loose your log book.