No you do not need to deploy them.
As to why they are even built in release. A PDB file really has a couple of uses but the primary ones (at least for me) are
- Debugging
- Profiling
Both of these tasks are validly done on release binaries which is why release builds include a PDB. In fact, when debugging Watson dumps it’s 100% of the time against a release build. Without a PDB I would have to resort to looking through dissasembly 🙁