If you only connect the hose up to fill the internal fresh water tank and then disconnect and drain it afterwards, you don't need a heated hose. If you leave it hooked up, you'll need to be somewhere where the water tap also has proper freeze protection; presumably any campground offering hookups over the winter has that part figured out long ago.
There's nothing wrong with using a heated hose, of course--I think it's mostly a matter of how much sub-freezing use you expect to have. For a few weekends a year it just might not be worth the money.