You don't HAVE to. There are a number of airsoft and RS pistols I've seen pictures of with LDC frames and slides that are designed for ... well, shorter dust covers. IMO it looks better LDC with LDC, could possibly be functionally better - less space for dust to enter internals?
I'm not sure about functionality, actually. Never experimented with non-LDC slide on LDC frame when fielding Hi-Capa's.
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