Yeah, you do. Or if it is connected to a Magic Band, you have to keep THAT Band with you to restart your game at the same place. Otherwise, you'll have to start a new game. Even if you come on a new reservation and have a new Magic Band attached to the same MDE account, it won't link your game to the new band. I thought it did, but luckily had the older magic band in my backpack, so I was able to keep the same game going.
You need something that was linked to the previous game. Any Magic Band or ticket or the key card should work. They can then add new bands/tickets to the same game. But they need some way to identify the game in their system.