You don't but the phone does for updates and more. It's a widely discussed topic but if you ever let ATT find you using that sim in the iPhone they want the data plan.
I use a second hand iphone but strictly using it for phone services with AT&T with an AT&T sim card from my standard (not smart-phone) cell-phone.
AT&T wants me to pay for the data though I never use data and not signed a contract for data.
It is legal or just logic from AT&T.