As far as I've seen, most deploy a DLR control VM. Most reference architecture includes a DLR Control VM. Yes, a DLR control VM is required for dynamic routing protocols to be enabled on the DLR, as the control VM works in conjunction with the controllers. The ability to not deploy a DLR control VM is new as of 6.2. The Admin guide says the following on the matter:
Deploy Edge Appliance is selected by default. An edge appliance (also called a logical router virtual appliance) is required for dynamic routing and the logical router appliance's firewall, which applies to logical router pings, SSH access, and dynamic routing traffic.
You can deselect the edge appliance option if you require only static routes, and do not want to deploy an Edge appliance. You cannot add an Edge appliance to the logical router after the logical router has been created.