No. You only need to link a WiiM to Alexa if you want to use voice control, direct Alexa supported audio to it, use Alexa MRM groups or cast to it from the Amazon Music app. If you don’t , then there’s no need to link it to Alexa. On the other hand, it would do no harm to do so given you have an Echo and may wish to do use those functions in the future, albeit you’re primarily using the echo as a dumb wired powered speaker at the moment.
