Do Protected Power MOSFETs need a flyback diodes?
I opened a 60V part datasheet from Infineon BTS 117.

In the datasheet page 4, there is a section on Protection Functions, 
telling a single energy discharge the part can take (temp. dependent, of course).
Footnote 2 says protection functions are not for repetitive operation.
This is a clear statement you should not use this part without a flyback diode. 

Further in the document, you may find the schematic of the protection circuit - zener diode from drain to gate. This will protect the part but it is stressed significantly more than the flyback diode would ever be, plus the gate driver inside needs to sink the clamped current.

Depending on your application, you may or may not be able to get away without the flyback diode. Without knowing the details I will say use the flyback diode. 

Also, hear rules of thumb but don't always heed them. They exist for good reasons, but know the reasons to determine if they apply to you.