No, mostly we don't buy extra fail safe unit..... it is not necessary coz today receivers are operating in 900Ghz ( Spectrum, Fast, they are operating in discrete frequency ). Btw, some of these receivers might have a fail safe function already build in the receiver.
However, this is still your decision. Futaba sell a fail safe unit.
My suggestion for a simple fail safe unit for nitro cars : Put rubber band or small spring in carburator's throttle lever. If the battery plug is out of socket ( thus no electrical power to receiver ), the car won't run like a chicken.