Offcourse, you have too. When you drink you protein shake, maybe 50% of the water content go the through body as a constant fluid requirement. That protein in the intestine need more fluid for flashing it down the pipe. It might even thicken once in the large intestine or get alot of fluid hence”bloating and diarrhoea”. It’s complicated stuff therefore I drink alot of water because fear of overloading your kidneys.