Necessarily 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isn't. A person without nationality has in a status called statelessness (unlike refugee, which means their nationality was revoked and they were forced to cross borders).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.
When two or more people live in the same area they must agree somehow to limit their rights where rights overlap. For example, water must be shared. They do this because the blessings of cooperation are better than the loneliness of rights.
Then come the misunderstandings: some people never learn to understand rights. They think it's winner take all. Some people learn but then want to force everybody to cooperate, not recognizing that coercion is not cooperation. Since they want to force each other to comply, but they don't want to fight by themselves, they form a government to force everybody to comply and kill or imprison the ones who resist. These failings seem to be wired into the human nature, and every culture in history has eventually collapsed because of them. Not one society ever escaped the slide into oblivion, although some lasted longer than others.
There have been several examples of societies functioning without a central government:
The Hebrew period known as Judges
The Germanicus so hated by Rome
The Dutch Empire
The American colonies
Each of these societies was remarkably prosperous, invincible in war, free of crime, and lasted about 250 years. Then the people threw away their liberties and demanded a central government. And after that they were eventually defeated, or the culture collapsed from within.