There's "legal" and then there's "sensible."
Many blinkie-type lights do not have reflective capabilities. Some of the CatEye and PDW lights do, but many do not. Even if your local laws don't require a reflector, it's a good idea to have (at least) one as backup should your light fail, etc.
When equipping your commuter with lights, etc, you want to avoid a single point of failure. My rig has three rear lights--two of which have integrated reflectors.