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You don't have to. Of the extra books that are out now, the only thing that would be truly useful overall is the Creature Anathema. The other ones are very useful, but not mandatory. Of course it also depends on what type of campaign you want to run. If you want to run big detailed investigation and mystery style campaigns, the creature book probably isn't the best. If you want to run 40K Diablo where it's killing dudes and finding loot, then the creature book is a must.
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