Are VPN's such as Hide My Ass necessary when running in the adult vertical?
It's not necessary, but it is cheap enough to have.
I use Hide My Ass to check LPs of offers that are in foreign countries as sometimes your network or the offer won't let you access them from your location (if you're not in that country). So if you don't have some sort of proxy to change your location, when you hit your affiliate link you'll be redirected to some other offer.
So it's good to have to plan your funnel as well as check out competition etc.

I remember I paid $50 for 1 year access on a VPN and it's been 2 years, subscription still works... And it wasn't renewed... Just user not deactivated.