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Annunfuiniel, its not really a matter of whether there was a 'need' for an invented mythology - there was no real 'need' for poetry or calligraphy, or any of the other 'art forms' which Tolkien tells us the Elves excelled in.
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Ok, I can see why you missed my point on that occasion, my choosing of words was a bit vague. What I meant to say was that the elves (as well as other races in different proportions) possessed the knowledge of the Creation story etc. and so they already had the 'themes' which usually appear in mythology. And so they didn't "need" to create everything from a scratch. They could of course have done that; but seeing that in our own world different cultures share the same themes in mythology I think it would be safe to assume that the later writers of M-E would have borrowed terminology and motifs (e.g. names of their gods or the creation of the earth through the music of the Ainur) from the already existing mythology.
As I have tried to say earlier, the mythologies of our world arise from history or at least peoples attempt to understand 'history' i.e. the earlier days ("Where it all began"). I believe that this was one motive that also inspired Tolkien; he saw that England lacked a mythology of its own and wanted to create it to her. I imagine that for Tolkien no mythology equaled no 'pre-history'; and that was an intolerable situation, something had to be done. For the writers of M-E there existed no such urge to create, in this particular sense; for M-E had its own lively tradition from where its myths arose.
Sad but true: I can't be certain of the accuracy of any of my arguments for the reasons stated in earlier posts. Tolkien's writings describe M-E lively but not all-inclusively.