I appreciate that was a rhetorical question, but no, you wouldn't have to in that instance.
But then if we lived in a country where the government wanted to murder all of the people trying to seek asylum, the last thing you would do is speak up and question and their policies anyway.
Yes - it is possible to criticise a problem and not have a better one lined up, but such opinions are just substantially less useful than also being able to offer up an alternative.