Do you need virtual desktop in order to play PCVR games?
No, you can do the same wireless PCVR with Air Link which is already included for free. Alternatively you can use a Link cable for wired PCVR. Check out the requirements for both of these on the Oculus website;
As @TomCgcmfc stated no you do not.
On the other hand its a very worthy tool for your Quest so i would still recommend it and of course another wireless option to play your games .,