It is not necessary. But it is something some people do just for their own peace of mind. There was a photo on here a while ago of the office at an embassy, and files were piled up to the ceiling, in boxes, on the floor, a huge mess. It looks like it would be pretty easy to drop a box of files. So if your evidence has your name and file number on it, and if the pages are numbered, it makes it easier to put things back together if something goes wrong. Just as an example, at my husband's interview the visa officer threw our application on the floor. Needless to say, things were not put back in the right order. For all I know, things were lost.