I didn't think we (I really need to start saying I now) did either because I grew up in a lot less populated area then here. All of our cats from growing up just did whenever they wanted and came and went as they pleased.
I was afraid for a long time to just let her out, so we got her a harness and took her out a bunch. She would escape sometimes from when we'd open the door so we finally just let her go and she always comes back.