You do if your not using a pick/plectrum.
Ever heard of finger picking?

Wouldn't advise this.

The top coat/clear coat/laquer will build up between the keys and probably stick them together.

Plus after a top coat you need to flat the laquer as it'll have an orange peel effect. To do this you need ~2500 grit wet and dry.
you'll then need to cut it back using some fast cut compound (3M "perfect it" is my favourite).

This is a hard job to do well on large areas, so on small things like the keys, it'd be a nightmare!