You don't have to add a header image, but doing it no matter what seems to be the general thinking on Medium, presumably to get people's attention. See freeCodeCamp's guide on writing for them: https://medium.freecodecamp.org/how-to-get-published-in-the-...

"Medium will automatically make the first image in your article its featured image. This means your article’s og-image meta property will be this image. This image will serve as your story’s ambassador everywhere: social media news feeds, Reddit, Google News — even RSS readers."

"Start considering images early in the writing process. And never publish without at least one image. Otherwise your story will be all but invisible in news feeds."

I agree the header images are rarely relevant, and I wish they weren't considered must haves.