This was a discussion topic some time ago and I believe the consensus was that they don't have to.
I may be wrong on this but logic says that the Supreme Court is part of the Legislative Branch and not subject to regulation by the Legislature. The are responsible for interpreting the law and it's application but are allowed to make their own regulations and rules as to how they conduct their business.
Subordinate courts probably have some oversight by the legislature.
Again, I might be wrong on this but I don't see the State "Supremes" as having to do so.