I wouldn't say that's true in terms of "any" multiplayer game. I generally wear a headset when I play TF2 and stuff but it's extremely rare I ever actually say anything to anyone and primarily the only game-relevant chatter you hear is along the lines of "Spy's Demo." Once in a blue moon you might hear a Medic coordinate with his Heavy for an Uber.
Left4Dead, though, I would say yeah - headset is a must. It's a much more personal game that requires a great deal of coordination between you and your teammates. By its very nature you start calling out ammo, enemies, etc. You might be able to skim by on just using the voice presets, but yeah, voice chat in Left4Dead makes things a lot easier.