They do not automatically need to be replaced. However, the following needs to be done:
1) the brake rotors need to be inspected carefully for evidence of any hard spots, blue coloring, deep grooves.
2) the rotors need to be measured with a micrometer at their thinnest point, and this measurement must be compared to the minimum thickness as stamped on the rotor disc itself.
If the rotor is discolored or too thin, it should be replaced.