If my rules say that any contest entrant will be added to the marketing email list, do I still need to add the opt-in option?

The Newsletter option on the Registration screen is just a way to give your entrants a way to Opt-In to your email newsletter. You can include it or not. Regardless, users will get all email alerts related to the contest; and you will get a .csv (comma separated variables) file including email addresses for everyone who enters the contest.