No, but it is strongly recommended to create a user account in the game You will then be able to  sync your full progress to the Cloud by creating a game account.  All the Levels & Elements you unlocked previously will be saved onto our servers and can be restored onto any device

To create an account, please follow the instructions from this article:
https://thesandbox.helpshift.com/a/the-sandbox-2/?s=how-to-play-the-game&f=how-to-create-an-account-in-the-game