No mate, you don't HAVE to change.
It's about how much you like the look of particular substrate really.
Lot of people use crushed coral sand or coarser like calc carb for africans (to boost ph).
Then again, there are mixed reactions to using it, some say it does a lot
of difference and some say minimal.
I am using a sand gradient down to a mix of smaller shells for my Oscars.
I have one African tank with calc carb, and one with just normal pebbles.
I have a tropical with Coffs harbour.
My pep tank has just normal white gravel.
The sand I used was just the bunnings play sand.
In saying that my fish always seem happy Ph is always in the safe zone for all my types of fish
and I like the way my tanks look. I will be changing my African display to sand eventually,
but that is because I like the look of it better than gravel not cos of habitat and ph.
MY opinion...hope you enjoyed it