Do we need to use “All” to describe a set?

Yes, in general, there is a difference, though this is context-dependent.

If you say People are lazy, for example, you might mean nothing more than that quite often, people are lazy. But if you say All people are lazy, this is a much stronger statement which sounds like you are pointing out an essential fact about humans (and of course this stringer statement is in fact false).

On the other hand, there is no discernable difference between circles are round and all circles are round.

In short, it all depends on the precise context.

One last comment: care should be taken not to use all when generic reference is the intent. So for example you can say Dodos are extinct, but it doesn't make sense to say All dodos are extinct, because all dodos refers to individual birds and being extinct doesn't apply to individual organisms. (But you can say all non-avian dinosaurs are extinct, because here the 'individuals' are the separate dinosaur species, and a species can indeed be extinct.)