The short answer is of course you don't need to include humans as a race in a setting. But the situation is not as simple as that.
In any fantastic setting you have to remember that the during the campaign the world is filtered through you the human referee. And it can be a lot of work making sure that you give enough details so that the players can make meaningful decisions for their characters. The advantage of using ordinary or mundane details in a setting that it allows the players to make valid assumptions during the campaigns. This lessens the amount of detail you need to communicate and increase the player's confidence that their decisions are meaningful and are not the equivalent of throwing darts at a board.
If you are planning to create a truly alien setting then you also need to plan how the players are going to learn about the setting while the campaign unfolds. For Tekumel's initial campaign M.A.R.Barker made the player characters barbarians from another continent. The player's lack of knowledge of the detailed alien cultures Barker created was the same as their characters.
That was just one referee's solution. You may come with an alternative that works better for your setting. One thing you should avoid is the info dump. If you hand out more than one page of personal information and one page of general background then that is probably too much.