It depends on which program they are applying under. Under many provincial nominee programs, there is no such requirement. Under the express entry system, a labour market opinion-approved job offer gives you additional points, so it is helpful. It is not a requirement, and an increasing percentage of those who qualify under express entry do not have a labour market opinion-supported job offer.
The system is designed to benefit those with the labour market attachment, but many qualify without it. It is a points-based system, and you do get more points for an LMIA job offer.