You don't have to buy it, but it is really simple chemistry. Fingerprint contains oil, mixing it with the compound within the TIM will reduce the effectiveness of its cooling ability. In fact, any impurity and residues on the surface of the IHS and HS will impact the effectiveness of cooling, and therefore people use alcohol to clean the surface.
If you argue that the fingerprint cause minimal impact, then you may as well argue the need of using alcohol to clean the surface. If those ain't important than you should probably stick with stock paste. Hey, they work and most people uses it without any problems after years of use.
If however the goal is to insure maximum radiativity, every little thing helps. For best radiativity, TIM should be as thin as possible, and a fingerprint of oil is alot when you are mixing it with no more than one water drop worth of TIM. Think about it.