It is not necessary, but it is a lot cheaper, quicker to market and safer.
They can either write the software for a computer you connect your glowforge to, they can put a computer in the glowforge, or they can be cloud based. If they write it for a connected computer then they have to write software for Windows, at least one Apple OS, at least one flavor of Linux, and possibly a Windows Server OS, Chrome OS, and/or Android and then they have to maintain all of that software as revisions of the various OS’s come out. Also, you have to install it. Depending on the OS, writing an error free installation package can sometimes take as long as the darned software. Then people are going to call, email, text, IM, etc… and you need a tech support staff that not only needs to understand your product, but also how to play IT person to all of those OS’s.
Their other option is to put a computer in the glowforge. This is common in industrial equipment. It adds a couple hundred dollars to the BOM, which means five to eight hundred dollars (or more) to the retail price. Plus, the OS you get, and the hardware interface(s), is pretty much a direct correlation to how much you pay for your computer on a board. This matters, because the better the computer, the easier (read quicker and cheaper) it is to write the software. So there is a trade off between cost to the finished product and engineering cost. But the biggest drawback to this approach is you’re stuck with the hardware you’ve shipped. What if that computer in the glowforge has a security vulnerability? Your laser is fine, but its controller computer is a reservoir for viruses. Next thing you know your glowforge not only cuts and engraves but it also spams, infects your home network and redistributes furry porn. This is an issue in hospitals where equipment purchased ten, fifteen years ago that came with a Windows 98 (or 2000 or XP) PC to run it is now the typhoid Mary of cyber infections.
A cloud based approach leaves most of the security issues with the cloud provider (you still have to follow good coding and security practices), but always leaves you coding to the most up to date hardware and OS. You only have to write the software once, with the best tools available and deployment is a lot simpler. And tech support only has to become experts in Chrome, IE (or whatever they’re calling it these days), Firefox and Safari in addition to their product. For consumer/light business use hardware like the glowforge I think the cloud is the sanest route.