No, you don’t. If you are coming with your own partner you don’t have to change partner if you don’t wish so. All you need to to do is staying together when the instructor ask the group to change partners. This said, dancing with different partners helps you to dance better by making you become a better leader/ follower. Another important thing is that Recreational dances are also social dances. Dancing with different partners helps you get ready for joining all those fun parties and socials happening in your area no matter where in the dance world you might travel to.