When playing Remodel in Dominion, must you gain a new card?
As a general rule that applies to all of Dominion, you always must follow every instruction on the card you play as long as it is possible to do so. Whenever there is the option to not do something, the card will use the word "may". This means that if you play Moneylender, you are forced to trash a Copper (if you have one), and if you play Smithy, you are forced to draw 3 cards (as long as there are still 3 cards between your deck and discard piles).

So the same goes for Remodel; as long as there is a card costing up to $2 more than the trashed card available, you must gain one (which will always be true unless all Coppers, and Curses, and Estates have already run out).