Well. You don't have to. It isn't a matter of should? But there's a lot of things that an electric type skilled at manipulating their own lightning can do. For example, you could shape it into a ball and launch it. Or you could weave it into a net or web to slow opponents down.

[ And how. Shoutout to Galvantula. ]

Or. You could build a charge and hold it in your fur. You can do a couple of different things from there. If the charge is strong enough it also helps to protect you some from certain kinds of other attacks.