You do if you want to kill off viruses and bacteria. They go right through the Frontier Pro - it only stops protozoa (giardia, crypto, etc).
The thing is that tablets take a long time to kill the protozoa. So in the end, the Frontier Pro is about being able to drink your water in 15 minutes regardless of water temp vs. 30 minutes for room temp water and up to 4 hours for really cold water when using only tablets. The filter will also make your water taste better, and will filter out silt and organic matter.
(you can also use the drops, or even some household bleach - I'm sure Ben will chime in on that one)