Yeah, they change it all the time. They said "may" when I applied, then while my application was being processed they changed it to a must-have, and then it changed back to "may" again. I'd recommend getting them as my application was held up for 3 months because of this.
Just recently (October, I believe?) CIC changed the guidelines for state clearances. They no longer require state clearances but may request them at a later date if they feel it is necessary.
I got my state clearances just in case, but it is no longer required.