Dennis,
Within a release, there should be no File Format compatibility issues between different build of Revit, so this is by no means a requirement. In general though, it is a best practice.
Web Updates are focused on bug fixes that are implemented after release. Having everyone working on the same build makes sure that everybody has the same code base, which helps to reduce issues.
Cheers,
Kyle B
Revit MEP Product Manager
Kyle Bernhardt
Director
Building Design Strategy
Autodesk, Inc.