Not a must. Nothing for playing is a must. Remember when we were young we also did not have such things like playmat playpen or play yard. We could learn things on our own too. I did not have any of these and did not even use a walker and I started walking at 10mo. And kids don't like to be constrained after a while. The play yard will be of no use later on. It is only for the first 1.5 years that I think it may be of use. They want to crawl and walk around to explore. Baby proof the house and supervise them will be better.
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