You don't have to heat but gentle heating is a form of pasteurization. Without it there's a risk of fermentation and you're liable to end up with "bubbly" in the fridge. If you're drinking it immediately it's less of an issue, but there's a lot of natural sugar in grapes and it doesn't take long.

Heating also kills spoilage enzymes and bacteria, which will vary depend upon growing conditions.

Finally, heating the fruit results in a higher yield than mashing the fruit raw. It's a more efficient form of extraction and results in a naturally sweeter more richly colored juice. (Although that varies with variety.)

Carol