No, they don't have to match. In fact, I sometimes use up some of the fabrics from the quilts in the binding , so even the binding is not one color. I've made quilts where the borders are pieced and are not the same from one side to the next. You probably don't want a "formal" quilt to all of a sudden have really funky borders and binding, but with a little bit of planning, it can work out wonderfully!