You don't have to. It's a recommendation. The only true "have to" is that you have to be at the gate before the scheduled end of boarding, which is usually 15 minutes before takeoff.
This was in Amsterdam Schipol.
And I also distinctly remember being unable to drop my bag at EWR for being "too late" to do so.
Always better to be early, so people will factor that in.
That is indeed a universal thing when you have bags to check. I just don't consider that a "have to" since you don't have to check a bag to fly.