It is not an absolute MUST but it is a GREAT benefit for many reasons, some of which are mentioned in the posts above. There might be some memory built into the drone but if there is it is likley to be 'relatively small' and I have yet to find anything that says there is or is not. Maybe someone here can?
Doc, a straight forward question, have you read the manual?
The maximum card capacity is given in the manual, link below, it is now getting towards the small sized end of what is available. The manual also gives the speed requirements too but faster than the minimum will probably not hurt.
If I remember correctly you have a Mavic Pro so here is the link to the manual for that drone.
https://dl.djicdn.com/downloads/mavic/Mavic Pro User Manual V2.0-.pdf
It can be found on
Mavic Pro - Download Center - DJI
some of the other manuals may be of use to you too.
With regards to a card, CHECK any card you buy with the likes of H2testw for capacity at least BEFORE you use it.
https://www.softpedia.com/get/System/System-Miscellaneous/H2testw.shtml
Personally with a 'small' card I ran the recovery software "Zar X" first, not to recover anything on the card but because during its scanning it produces a map of the card, which may or may not show up bad sectors in a memory card, but it's reassuring if nothing else. You need to watch the map closely toward the end of the 'first/discovery' scan because the map disappears as soon as the first/discovey scan is complete.
Then I would run H2testw on the card.
You will need to google Zar X for yourself.
However for bigger cards it becomes too time consuming, I recollect that with my computer a full H2testw check takes around 2 hours for a 128Gb and yes I even test new cards from reputable sellers.
I have bought fake cards in the past and H2testw did prooduce a warning but I can not remember if I ran Zar X on them. I can't remember if I have seen Zar X find bad sectors on a card.
There are other testers "out there" and there are some that can be used on a phone but you will have to look for those yourself if you want them.
There are all too many fake cards "out there" that are small capacity cards doctored (no pun intended) to report larger sizes. Be wary of prices being "too good to be true", they likely are.
PS for this post I am testing a new Samsung 32G, probably U1 card with Zar X. At he moment it's at 89% of the first/discovery scan and has taken 34 minutes.