We do need to believe it, because God did it that way. Even though He could have done it another way.

If we simply speculated on all the different ways that God could have brought about salvation to mankind there could be countless ways that He may have done it, but the fact remains there was only one way He did do it. As Catholics we are bound to believe that through a singular act of His mercy to all mankind, God did what He did for our Lady in order to have a perfect and pure means of accomplishing His goal of offering salvation to mankind. All the other possible means of how he could have done it are moot, because He did not use those means.