I too ALWAYS use a spray (without silicone) on every coated breed, whether its my own dogs or groom dogs. The thought of dry brushing a dog just makes me cringe..lol Do you absolutely HAVE to? No, not at all. But it will help keep the coat in better condition, make brushouts easier and faster, and it doesn't take any more time to give a quick mist to the area you are brushing. There are SO many different sprays out there, and many of them do a great job! And remember, everyone has a different opinion. I suggest you pick up a spray, and try it and decide for yourself whether its something you want to continue to do or not. A few I would recommend are Crown Royal, EZ Groom Answer (diluted 15:1, not in the shampoo as on the label) or any Plush Puppy brushing spray.
Forgot to add about the buildup question. These sprays are made specifically for use when brushing. They will not cause a buildup. Remember also with these sprays, a tiny bit goes a long way. Only a little mist over the area..Brush, then mist the next area. Mist, no spray really. Used correctly, they are a great help with brushing and keeping coats healthy.