No - BUT I would file.

A. If any problems, the statute of limitations for corrections or audit or ... does not start to run until the return is filed. e.g. maybe they have other income they did not tell you about, it would not be the first time this has happened to a preparer. 

B. It helps to assure no one else will file and use the taxpayer's SSN

C. It establishes carryover/carryback of losses for the activity. 

D. They have already taken up your time during your busiest part of the year, charge them for a tax return. That is why they came to you.