The answer is... it depends.
The safety code does not have the requirment for a safety thong in it, however the general section of the rulebook makes it a strong recommendation. It is required at all sanctioned events, speed, or otherwise, except racing events.
For fruther information take a look, there is even a picture of what you need. As simple as it is, there is really no reason not to use one.
http://www.modelaircraft.org/templat...ook/cline1.pdf
And, who knows, the body you save might be that female Abel is showing interest in.