No.
You would only use null when you wanted nothing to happen. In synthesisable logic its mostly just used to explicitly show you want nothing to happen, but its not mandatory.
In testbenches, it is very useful though, as it is the default assignment of an access type.
Null statement is roughly equivalent to a book having, "This page intentionally left blank."
That said, when a case target has no other code, it is nice to put "NULL ; " there as then in the future, when someone else is working on the next revision of the design, they know that they did not accidentally delete something.