Do they have to come out of the water sometimes?

[Craw Chief]

No they absolutely don't need to get out of the water. It's okay if they do, but it's not essential. Honestly the only reasons they would come out of the water would be if the water parameters are not to their liking or if there is not enough oxygen in the water. You need to keep an airstone in your tank. I keep all mine fully submerged with an airstone in the tank. They never come out of the water.