It is not necessarily essential immediately, but it becomes very practical as soon as you actually live in Vietnam.
A local account allows you to receive a Vietnamese salary, pay your rent via transfer, easily make transfers to other people, use local banking apps, and settle many daily expenses.
It also avoids multiple withdrawals with a French bank card and any associated fees.
A simple strategy is to maintain two banking systems in parallel:
French/European account → savings, European income, and security
Vietnamese account → expenses and income in Vietnam
It is generally not wise to immediately close your French bank account when settling in Vietnam.