Its never really needed, but I'd suggest doing one to make sure that the system is good (ie, no components that fail under heavy usage).
Since you're not overclocking, there is less chance of the system being unstable. But say you got a bad PSU that doesn't quite keep the lines stable enough, etc, burning in is really the only easy way to check how the system performs under a fair load. If its stable through the burn in, its most likely good for as much stress as you'd ever put on it.