Yes, escaping the strings from the request (and therefore imputable by the user) is a practical requirement because PHP makes available the data actually added to the payload of the request without any modification that could invalidate the data itself (not all the data needs Of escaping), so any subsequent processing on that data must be made and under the developer's control.
The escape of variables in database interaction operations to prevent SQL Injections.
In past versions of PHP there was the "magic_quoteas" feature that filtered every variable in GET or POST. But it is deprecated and is not a best practice. Why Not?
The state of the art in querying DB is predominantly in using the PDO driver with the prepared statement. At the time the variable is bound, the variable will be escaped automatically.
$conn->prepare('SELECT * FROM users WHERE name = :name');
$conn->bindParam(':name',$_GET['username']); //this do the escape too
$conn->execute();
Alternatively, mysql_real_escape_string manages it manually.
Alternatively, mysqli::real_escape_string manages it manually.