You don't have to but probably still should. There are fights that require more burst - and in that case on use relic is better. When there isn't much need for burst and there is a lot of interrupted casts, WH is better for sustainability.
Which fights would that be? I'd rather use a DG on-use for every fight in the new content (EC NiM + TFB HM), sure there are some like the last boss in TFB where you have to stop a lot, but the enrage is ridiculously easy there and I'd rather have the cooldown for the last 15%. Having the on-use burst and the overall higher damage is much better.