The codes are really filters that exclude transmissions not having the matching code. They don't offer "privacy" as any transmission can be heard by not using the filter code. Repeaters use input codes, t-ctcss, to limit the signals it retransmits. The R-CTCSS code in your radio screens all traffic not matching the code, but it's not really needed for receive. Having no receive code means you hear everything transmitted on the channel.
So yes, you need to set the T-CTCSS but the receive is optional.