You only need the current active control channel, but if it changes to a frequency that you don't have programmed then your scanner will no longer track the system and you will wonder why you are no longer hearing anything.
You really ought to program all identified CC's, they can change at any time. Yes, some systems, P25 in particular, are very stable and the CC may never roll...but it doesn't hurt to have them programmed just in case they do.
A point well made, for instance Westchester County N.Y. Fire's control channel which has been very stable on one channel per zone has changed 5 or 6 times in the last 2 days.