I mean, you don't have to. It's generally easier to. Wild Pokemon that want to battle live in the tall grass between towns, but it's usually safer in them. And in towns, you have access to stores where you can buy supplies, and also the Pokemon Centers. And while you can forage for food, the wild berries aren't exactly meant for people to eat...

But there's nothing saying you have to. There are enough people who move from town to town on a regular basis that it's pretty normal to see someone wander into town for an hour and then wander back out. No one would mind.