You do not need your own instance of Sentinel or Defender for Cloud to manage these services in a customer's tenant using Lighthouse.
That said you might want them for several reasons. Defender for Cloud helps keep your subscriptions and tenant secure. It is also common for MSSPs to develop solutions in their own Sentinel instance. For example, custom rules, workbooks, and playbooks.
Also be aware that there are certain tasks that cannot be performed over Lighthouse. Like activating Sentinel connectors. Having your own instance as a comparison or model instance can be helpful.