If you have an internal filter, this will almost certainly be due to a venturi tube. This is a part of the filter that sits above the water line and mixes air with the water.
The idea of this is to get bubbles into the water, to aid the oxygenisation of the water. However, the bubbles last so little in the water that there really is no benifit to the bubbles on their own at all. Except they may look cool.
The best way to oxygenate your water is to make sure the surface area of the water is as big as possible, to aid gaseous transfer. Ripples are the obvious one - and these are usually found with bubbles, be them from air stones, filters or what ever.
In conclusion, no you don't really need them, if the surface of your water is agitated already (i.e from the filter output without bubbles).