Good question. When someone uses DBN, I would think having their name recorded is NOT mandatory, but I'm not 100% sure. Just makes it easy on the outside caller, especially if you have multiple people with the same last name, or a few people in the same naming convention.
I do remember the Norstar voicemail (Startalk) would not consider the mailbox usable until it was initialized (recordings and passwords done), but I dont recall that with the CP.