You don't have to, but if I can make a purely subjective point, it breaks somewhat the flow of the paragraph.:
1) Rocky can be naughty (why's that?) =>
2) He jumps on my bed and... (oh, bad dog) =>
3) I would punish him (yeah, that's normal) =>
4) Even though taking care of R. is a big responsibility (oh, that's the bottom line already?)
1, 2 and 3 work well together, but there's no smooth transition between 3 and 4.
Oh well, maybe it's all hogwash after all