You
need it, because you can't manufacture it on site. It is not a difficult concept. The question is, what is the minimum you absolutely must bring at embark to be able to make a self-sustaining fort?
Waiting because you can buy it later doesn't mean you don't need to bring it, it means you do without until someone else brings it. I am not taking few things due to embark points, the challenge is to bring the minimum and still have access to everything you might want to do. I could also wait for a pick, instead of bringing an unit of hematite to smelt and forge, but that defeats the purpose of the challenge.
So you start with a wagon. That gives you a few logs. You can turn one log into a carpenter's shop, another into a wooden axe, and that provides you with all the wood you'd need.
Since you can't make wooden picks, you have no access to stone or metal until you forge one. So you bring one unit of metal ore (iron, copper, whichever). You can use it to build the first wood burner (wood isn't fire-proof), make some ash, deconstruct the wood burner, build another wood burner, a smelter and a forge out of ash and the anvil you brought, burn wood into charcoal, smelt the ore, and make a pick. And you're done, you can know mine to your heart's content.
Making the absolute minimum you need to bring an anvil and a unit of ore. Anything more is easy-mode