Why is it necessary for a people to be under a state?

It isn't. A person without nationality has in a status called statelessness (unlike refugee, which means their nationality was revoked and they were forced to cross borders).
The problem with being stateless is that you'll undergo a great deal more trouble for lacking the mundane citizen's rights you're prolly taking for granted, than whatever obligations currently chafing you. For example, having a job, owning anything, moving about freely (visitors must be granted this right via a tourist visa).
Have you seen spielberg's Terminal? Apparently it's based on a much more extreme case - mehran karimi nasseri, a banished iranian who spent 18 years in a french airport with naught but the luggage at his side, reading & writing, subsisting on handouts by staff.
You may be wondering, rather philosophically, why the people would elect to condition one's basic rights, which would still exist without the social structure, with obligations which serve others. Whilst I'm no expert on the matter, the answer seems clear: it takes a helluva lot of effort to maintain the quality of life everyone's come to expect. Thanks to automata taking a major load of the grunt work, humans can afford longer breaks, but they're still the only known race capable of sustaining & upgrading the automata, and solving (or creating) problems on a larger scale. Whilst it may be an undesirable mandate, one is only strongly suggested by society to partake, rather than forced. The only force truly in charge is nature; if you'd like to take your complaints to a higher authority, only ones who care for you will stand in your way.