Load sensor ADC converter
Nothing is compulsory.

You just design your circuits to match your performance needs.  Sensing analog things is hard and noisy, and you will get more noise if you have long cables between sensor and ADC. That makes a strong argument for placing the ADC as close as possible to the sensor.

Whether that is necessary, however, is something we can't tell you: We don't know the sensor, the ADCs involved, the noise you can tolerate, the rate of measurements you need to achieve, what the precision is you need, how much effort you can put into calibrating things...