Do I have to chamfer the thread?

The answer is yes if it is on the drawing and you do not have the authority to change it.

In practical terms, it is not necessary as the thread mills from SmiCut (ThreadBurr) deburr the entrance of the thread in the same operation as it is milling the thread.

First choice is, try to avoid the unnecessary chamfering operation. Second choice is, use NF- tools to make the chamfer and the thread with the same tool.

Thread Mills
with Chamfer