Answer

No, it is not neccessary to plug into both socket but it is recommended when you plan to overclock the system. 

Models

MAG Z390M MORTAR, MEG Z390 ACE, MEG Z390 GODLIKE, Z390-A PRO, MPG Z390M GAMING EDGE AC, MPG Z390 GAMING PLUS, MAG Z390 TOMAHAWK, MPG Z390 GAMING EDGE AC, MPG Z390 GAMING PRO CARBON, MPG Z390 GAMING PRO CARBON AC, MPG Z390I GAMING EDGE AC