This is a huge topic - so my reply below is not even the proverbial "tip of the iceberg."
It isn't absolutely required. However, adding an anti-logger to your security configuration might be a smart move. Whether or not it is needed is dependent upon the degree of risk in your day-to-day surfing, other installed softs, and whether or not you use a security soft that includes HIPS or lock-down security soft (a software restriction policy or anti-executable).
Basically - The best HIPS will detect the installation of a keylogger. The software restriction policy or anti-executable will block the installation of a keylogger. So, in theory, there should be no need for an anti-logger since the HIPS, SRP or AE blocks its installation in the first place - unless you, the user, allow it to be installed.
Generally, security soft suites and dedicated anti-loggers have limited success against the full-range of keylogging techniques.
One thing to understand about anti-loggers is that the best ones protect against most - but not all - keylogging. Despite being available for a long time, security soft and other developers have been unable (for various technical reasons) to come up with 100 % reliable anti-logger protection. It's a rather large and technically complicated topic.
Another thing to understand is that keylogging does not require the installation of a keylogger onto the physical system. There are various means to capture keystrokes in-the-browser - especially using scripts. To protect against this sort of logging, the best defense is to employ a NoScript-type browser add-on.
If you think that you could benefit from an anti-keylogger, I suggest a good start by evaluating the free versions of KeyScrambler, Zemana AntiLogger and\or SpyShelter Anti-KeyLogger.
I should add that most security soft geeks do not go out of their way to use an anti-logger. If their security solution incorporates anti-logger functionality then that's fine.
The general attitude I have seen towards anti-loggers from more advanced users is one of skepticism regarding anti-logger effectiveness and\or they just feel they do not need it because of their security config, use habits, etc.