Do the quick connectors in my new bathroom fan need to be in a junction box?
All connections must be in a junction box. They're mentioned several times in the instruction manual.


  Pull the wire through the hole and into the junction box (not
  included). Using a quick connector, secure 120 VAC house
  wiring from the wall switch to the fan as shown in the wiring
  diagram on page 3.


It is odd that this model doesn't provide an integrated box, but you're expected to provide one. Either that or we're all misled by poorly-written instructions and the connections should be made inside the fan housing as with every other fan ever made. Ever. Be sure to use a strain relief on the knockout (which is also usually included).