If you are talking about listening to Christian music at all times, no, I don't believe we have to. When you want to worship God, listening to Christian music makes sense.
I'm an EMT, so I am in an ambulance much of the time. I listen to mostly country music as it's a neutral genre that my partners and I automatically agree on. Sometimes I'll listen we'll listen to a play it all station that tends to stick to 80's type music. In my car it's country music and Pandora through my Bluetooth.
I'll listen to Christian music when I need to be uplifted and am having a really bad time of things.