No. You do not need to have them on your social media network. If you want to then fine. Even if you have nothing to hide some family just like to nitpick and look for stuff. As the relationship evolves with your significant other and their family then you can decide.
For me I have a lot of my husband’s family on my social network but they are the ones I have a relationship with. I’ve only removed the ones who decided to create drama in real life. For me it doesn’t matter who they are if I wouldn’t associate with you in real life I’m not going to do the same with my social media as well. So that isn’t just for my husband’s family but people in general.
Don’t ever feel obligated to do something that is yours alone for the sake of a spouse’s family. In the end you will only resent yourself and your spouse. There’s no reason to over think social media. Keep it light but also drama free.