For a long time I thought that it wasn't necessary but now I know why men must approach women.
Many arguments exist. Hunter gatherer biological programming, testosterone, traditional gender roles, God made us this way, and so forth. I don't think any of these truly approach the primordial essence of why a man must approach a woman.
Little caveat here.
Nobody must essentially do anything. Humans have achieved a level of self awareness where its not obligated to answer to every biological imperative, or programming that exists inside of us.
Now that being said, most people will respect most biological imperatives. Not only that but social imperatives as well.
For example, 99% of people respect other people's personal space.
If you want a relationship, chances are you are going to want to have a partner. Love might overtake you and you might have a baby with them (or not).
If you do, then the baby will come of the mother's vagina...
She then knows that its her kid, it comes from her body. Men on the other hand. They have a little special biological imperative if you will that most of the time they do want to adhere to.
Men must approach women because by doing so he gives a signal that he has thus far, enough confidence in her not to be a disgusting cheating bitch. Unlike some other men, who give lots of attention to promiscuous women, they are predisposed to be cucks.
I'm still going to have myself introduced to girls by a third party, this gives a more memorable impression than just approaching random women like men already do that too much.