I'll put my hand up here and admit that, for a while, I was one of those that didn't advertise prices.
In the past, I used to put prices on ads all the time, then I stopped for some time. A season or two ago, when Firesilver prompted me on one of my transfers, I started doing it again because I agree, I think it's better when asking prices are shown.
However, the reason I stopped for a while was because at one time, I had two or three transfer ads where a couple of other managers made negative comments about the price /quality of the players that I had listed. I almost always check current asking/selling prices for similar players before deciding my price and 90% of the time, price them below what I've seen to make them attractive. I might have got it wrong sometimes but the players that were commented on all sold for quite a bit higher than the asking price, so I think they were justified. However, the negative comments put me off adding prices for quite a while.
This hasn't happened in the transfer forum recently so I'm happy to include prices again these days because maybe those managers have become quieter or left the game.
Should it be mandatory? That's up to the Admin team. If it's left for managers to make their own choice then I think it should at least be strongly encouraged.