You aren’t required to know who links to you. But it is to your advantage to check for it. It helps you see who may be saying what, about you, who is trying to co-brand off your good name, and perhaps lead customers to believe they are affiliated with you when in fact they are not. It is also a good time to look for websites with a similar name, which could be an attempt to "phish" your customers for information.
Learn more about Andy Zavoina’s Don’t Forget Website Auditing webinar.