You don't have to use it but it's a great feature. I wrote two postings on InDesignSecrets.com. I wrote this in August when it was in an early form:
I updated it to the way it works in 9.2 this week:
Hi Mr. Met,
I'm sorry you ran into trouble here. Would you try signing out and back into the Creative Cloud account? This should solve any issue with the fonts missing.
If you're still having trouble with Typekit, feel free to drop us a line at: email@example.com.