Some do, some don't. If you have no plans on moving the tank for a long time, some silicone isn't out of the question. Either way will work fine. Just hand tighten it and the give it a 1/4 turn with a wrench. Do NOT over tighten it.
I've found that a little water (or spit) on both sides of the rubber washer helps tremendously in assuring a leak free install. As noted above, over tightening can actually cause the bulkhead to leak.