I’m of the school that there are no “shoulds” in this, or in any creative endeavor.
I know multi-published writers who never belonged to the SCBWI. It is a good organization, run entirely by volunteers, and all are welcome. They do a tremendous job energizing their members and providing good advice and a good forum for discussion and connections. It is most valuable for beginners. But the conferences are costly and there are membership fees. If money is tight and time for conferences non-existent, it may not be valuable. {Full disclosure- I am a member, and after I joined I wondered why it took me so long. But it is not a must.
It is not a must. But, speaking for myself, my wonderful critique group has been a support group, an invaluable critique group, and most of all a way to look into others’ process in a disciplined way. Giving critiques taught me at least as much as getting them. {Full disclosure, this blog is the site for my online group.
Again, the bottom line: you don’t have to do any of these things.
Here is what you do have to do: write great can’t-put-it-down stories. That is the only should a writer seeking publication must do.