Is it mandatory to use $wpdb->prefix in custom tables

It is mandatory, though it is not enforced.

Consider the scenario when two WordPress site has been setup in the same database. One with prefix wp_ and another with wp2_. If you install your plugin in both of the sites with the prefix, your created tables will be wp_liveshoutbox for first site and wp2_liveshoutbox for the second site. But if you omit the prefix, both of the site will be using the same table named liveshoutbox and the whole thing will break up.

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