You don't always have to, but it will help your chances for success. Not only will you learn the much needed business skills, you also get coaching and mentorship from professor , alumni, university partners and classmates. Many of the top entrepreneurs met their business partners and teams in college. I have taught dozens of startup teams that made their connections with each other on campus in class. Check this out: https://www.youtube.com/watch?v=yBh4D0iSx-4