yes you do...
If you have a WP7, then you have Zune services, and the Zune software is how it syncs.
If your question about ActiveSync is serious, then I doubt you've made much use of pre-WP7 devices. A few issues:
1.) Many devices couldn't support 'advanced' features (e.g. internet access via PC) and required tweaks in their connection settings ("disable advanced features") to communicate with the PC. On occasion, devices that used to work before would suddenly stop working with ActiveSync until this was disabled.
2.) ActiveSync stopping Outlook from closing.
3.) Couldn't backup the device without 3rd party software on both PC and device.
4.) Pretty unreliable firmware updates (typically ActiveSync only used to trigger reset of device into bootloader, and but often firmware updater would give up before device had reached bootloader).
And, compared to Media Player and iTunes, Zune is amazing. Excellent user interface, great features and does the job well.
Back to your original question - if you *really* have a WP7 device - have you really never connected it to your PC? If you had, you'd know you needed to use the Zune desktop software. If you don't have a WP7 device, then sorry - but please stop complaining - it doesn't affect you.