Is it compulsory to learn them?
No, you can program without them, just as it's not compulsory to break your code into functions.
That being said, if you want to be an effective programmer that can write at least decent code without getting your car egged by your coworkers, you want to at least be able to make a decent selection of library classes.
Every programmer should understand the tradeoff between a LinkedList and an Array, or why binary searches and binary trees are useful for sorted data. This isn't just about performance - it's about correctness too since you can't just put anything into a tree set.
Does it mean that you need to know how to implement your own AVL tree, build super-smart data structures, etc.? Not necessarily. It's a matter of how much you want to know what's going on "beneath the hood" and whether your tasks necessitate it.
I'm not a big fan of deep data structure and algorithms questions in interviews because the vast majority of developers don't need to implement these things, just to use library stuff. I prefer to ask job related questions in interviews. However, accept that if you don't learn those things you would face a tougher battle to get other jobs.