Graceful exits

Should we include graceful exits in the program? For example I have this code snippet in my program for when the file does not exist.

''' if (file == NULL) { perror("Error opening file!!"); exit(EXIT_FAILURE); } '''

The question is are we required to take these sorts of errors into account? Errors like non existent files, or wrong file types? Or can we assume that these sorts of problems wouldn't exist.