If you don't have the utmost need for a breeding animal, then yes, it is necessary. Not only will he behave better, but he won't Houdini the fence every time a mare within 2 square miles goes into heat.
They certainly can. And even if he can't figure out a way too (which he will.. most mares are incredibly willing.. fricken hussies), it's still going to be a pain in the neck when she's in heat and he wants her and she wants him..