They do not have to be cut on the bias. The ONLY reason to cut a binding on the bias is when the edges are curved. Bias, as many believe, does not last longer than straight-of-grain. If the sides are staight, cut fabric on the straight-of-the-grain. Or down the length of the fabric. There are some times that you might want to emphasis the pattern and cut it on the bias when the quilt's edges are straight.
However, when only the corners are curved, but the sides are straight, I have pieced bias strips onto a straight strip in order to turn the corners without rippling or pulling. This takes some measuring though.
Sandy