Why should I have to? I already did my part by sending in an application. If I have to send a follow up email because a perspective employer is too lazy or disorganized to send one themselves, then I'm already having doubts about their workplace.
It's part of a culture where applicants have to kowtow to random strangers like a child rather than being shown any degree of respect. If I'm taking time out of my day to apply to your company then you better acknowledge it, even if it's just to say that I'm not getting an interview.