Only reason you need a sampler is if the internal sounds suck.
That is very simplistic, no doubt. There are many other reasons - but mainly you can add a variety of sounds that no ROM set will be able to offer, ever.
When it comes about the things you can tweak (as many here are very vocal about making tweaks, to personalize, to change that "out-of-the-box" sound...) nothing really beats Korg.
You don't have to, but to know that you are able to change a million parameters is very nice!
