No you don't have to sign up to Gravatar if you don't want to, it's not a requirement. If you want an avatar, use it, if you don't, then don't worry about it!
It is an improvement from our point of view as:
- We can filter out xrated avatars, currently the site is set to accept PG rated only
- We improve page loading times as the images are located on other serves
- We drastically reduce our bandwidth usage
- It has a decent API which makes menial tasks really easy
So there are lots of benefits, but again, having an avatar is not a requirement to use the site so if you aren't comfortable using Gravatar you are not required to do so.