Not only is this not necessary with the right software, it's a bad way to start a relationship and worst of all - last I checked it's against paypal's TOS.
There are plenty of solutions out there that will automatically add buyer's to your list when they purchase with the email they used to check out. If you want to give them an optional form on the download page to put in a better email - go for it.
Out of the last 5 WSO's I've bought - 3 of them forced me to optin before I could download the product I just purchased. One of them I couldn't even get passed the optin page at all so I couldn't even download the product I just purchased without writing into customer support and waiting 4 days for a response.