Like JG1 says, no you don't HAVE to. But we are trying to get the "keep cool" message out for summer. People take the bottle with them and leave it in the car and r-lipoic melts at 116 deg. It gets to 125+ inside the car very quickly if your cars is in the sun so you end up with caps full of a yellow waxy material.
BTW Heat degrades all supps but this one is particularly sensitive.