Mustee 3060L shower pan
Thinset isn't necessary but works. Masonry mortar works just fine too but I'm a long time user of Structolite to set shower bases and yes it's necessary for a strong base. It gives you a solid feel to the pan. If you were on level plywood many do without but it doesn't have the same solid feel. I personally like to drill holes in the flange and use stainless screws to attach to at least two studs.