If you want ZigBee and/or zwave, yes. You don’t use the Pi Wi-Fi . The connection to Wi-Fi devices comes via your wired network connection to your router and Wi-Fi access point(s). And it is recommended not to use the built in Bluetooth too.
The other misconception you have is that Home Assistant can only be administered from the Pi. This is not the case. It can be administered from anything with a web browser.
This will explain a bit about ZigBee and the mesh concept. The dongle doesn’t need to have the ability to cast a signal that covers your entire footprint. For example ZigBee creates a mesh network using non-battery powered devices to repeat the signal for devices that out of range of the dongle.