To answer your question, no you don't always have to use ad-hoc page templates. What I was providing you was a way to save those ad-hoc templates as actual templates you can pick from when you create a new page. What the Kentico engineer is saying is since you have ad-hoc templates and I'm guessing many of them, your changes will not replicate across all the pages because its a 1 to 1 relationship with a page and an ad-hoc template. Whereas if you create a template you can use it across many pages on your site thus, if you make a change on that 1 template, it will replicate across all the pages that use it.
You might read up on shared layouts and re-using ad-hoc templates. They should get you going in the right direction.