Does every character need Armor or Protection to survive?
As far as all characters having some form of Damage save bonus (be it Amazing Save, Evasion, or Protection), it’s probably a good idea, but there are some character concepts that don’t call for a big Damage save bonus. One of the reasons for the Evasion feat is to provide an option on Damage saves for those characters who don’t have tremendous physical reliance, yet still manage to avoid damage through agility and speed.