Well, you don't have to, but it tends to lead to an episodic effect, and characters who learn nothing.
But -- foreshadowing is hard enough in a single work. A scene that does nothing but foreshadow is probably a scene that needs to be reworked -- scenes should do as much as possible, but set-up and foreshadowing are the two hardest to work by themselves -- but a scene that foreshadows nothing that appears in the same work is a scene that really needs to be reworked.
So the plot bunnies have to be introduced so gracefully that they appear to be minor events in the plotline, or just local color, but is there to be called on later.
sigh. The delights of the writerly life.
