Strictly speaking, for any fiction, of course you don't have to carry out research. You make it all up! However, I've found that to root my characters so readers can identify with them, I need to know how we react as people and why (so a basic knowledge of how humans "work" is useful). Also when it comes to world building, knowing how we work is a building block for making up your own universe. After all if you decide your world is going to be nothing like this one, you've got to work out in exactly which ways it will differ. So you do have to bring some knowledge to the writing desk to be able to write effectively.
I've also found that researching (whether I do so via the internet, a book or what have you) helps me extend my knowledge (obviously!) but the knock-on benefit of that for my fiction writing is it also expands what I can write about. Write about what you know is good advice so expand what you know and you can expand what you can write.