Do I have to activate a parent theme when I activate its sub theme? A sub theme relies on its parent. Does that mean I always have to activate both of them?
No it doesn't. As long as the base theme is present, that's OK.
As an example, if you test the Sky theme on Simplytest.me and go to the admin/appearance page, you'll see that Sky is enabled, but the base theme (AdaptiveTheme) is not.