You don't "need" to but you may or may not want to. If your mead is full strength the alcohol will serve as a preservative of sorts. I try to use the least amount of sulfite I can, but that comes with some risks. I generally add sulfites to wine when racking, but with mead I usually don't add any at all.
If you are going to consume the mead in a short time, you can skip sulfites at bottling, but if the mead contains fruit and/or you are going to let the bottles age a long time, or its a low ABV mead, you probably want to add some.