They don't /have/ to, but I will say if they don't it removes any chance of me ever buying it.
I was up and ready to buy Dune launch week, but then I noticed there was no full PVE mode and I had no way of creating a PVE environment by self hosting or by other means. This blew all interest I had in the game.
To me it makes logic sense that a studio that offers a PvPvE should offer a PvE experience as well. The framework is basically already there, and in some cases won't even require more resources to do. In the case of Dune they could easily have made PvE use the same servers, but have players marked as PvE invisible to other players not in the party, or give them a ghost effect to people not in PvE mode so they know not to try and fight them.
Any studio in my eyes refusing to acknowledge the casual non-pvp group are just throwing money away. I have easily dumped 100$ into both Ark SE and minecraft with how many times i've purchased them for different platforms, and these are just the ones I can think of off the top of my head. I would have never have bought either if they lacked the ability to go PvE only.