Yes, at the moment you do if you want to control the size of your function’s deployment.
Serverless supports all the runtimes that Lambda supports, and so currently doesn’t know (at a code level) what your individual functions require to be packaged with them to work - given the different methods of importing and managing dependencies it’s going to be non-trivial problem to solve programatically.
Having the ability to define includes yourself means you can include non-code related assets (e.g. data files if you wish).