You definitely do not NEED to. Question is do you want to.
As someone who has chased compressor pedals, if you are happy with what you have the next one is likely a marginal improvement. I have owned BBE Opto Stomp, Wampler Mini Ego, Cali76 CB, Earthquaker Warden V2, Broughton Omnicomp. I currently own Walrus Audio Mira, Effectrode LA-1A, and Chase Bliss Clean. I will soon be selling an Empress Bass Compressor.
My list definitely has differences. However, they were all perfectly usable compressors. Once you get to a decent compressor you are happy with, you never NEED to buy a different one. Rather that stops you from doing it or not is up to you. It clearly has not stopped me.
Ahadl, excellent advice for Galardi! I'll affirm. I have six compressors, and there is not much difference in what they
do. The main differences are appearance, user interfaces, and amount of control over the compression. Some color the sound, and that may be a reason to consider a specific device. I would argue it's possibly better to get tonal color from a different part of your signal chain.
As for what they do, this there is not much difference for minimal or moderate compression settings. You can hear some differences at more extreme settings, for those that do that. I don't use compression as an effect, only for volume leveling, and all compression pedals do that more or less well.
People either swear by their compressors or swear AT them. I never used any effects for years, got into effects in a big way six years ago, and have turned back around to the point where I frequently plug into my amp with no effects, and am reasonably happy without any of the muss of setting and adjusting the pedals.
If you have a good bass with good natural dynamics, and use good technique for setting the strings into motion (fingerstyle, picking, slap-and-tap, etc.) the need for compression is considerably lessened. Learning technique is not as easy as buying a pedal to fix volume problems, but it's a lot cheaper and is better in the long run. I certainly have more work to do on my technique- we all do.
Remember, everyone who makes them would like to sell you a compressor, so they are in the business of trying to convince you theirs sounds better, will get you more gigs, or whatever, than the competition. Not to mention, the players here on TB who bought a new pedal and sing the praises. I've been guilty of that also.
But, it won't hurt anything but your finances if you try several compressors out to find out if there is one that you bond with. At least until the next temptation comes along..