No, you absolutely do not. You just need to click around until your code hits the point in the code (or, ideally, run an integration test that gets you to that point) where you want the ability to run methods, inspect objects, etc.
Just make sure you've shoved an import IPython ; IPython.embed() in there and you're good to go. No additional imports necessary.
I agree that having your environment set up with production data (or as close an approximation as you can get) is a good idea, but I'd rather script that with a test framework where it can be used for regression testing rather than bodge it together using an IDE.
This is generally a lot less effort than populating objects in the REPL to reproduce the same set of conditions.
For me, it's way way easier the other way around.
Or did you think that once they're there it would still be a lot of effort to use them to populate objects?
But you are welcome to do what works for you. Maybe you work on something more suited to your approach. My approach works better for what I do.
That said, a high level 'unit test' (e.g. one that manufactures a request and checks its response) is often realistic enough and works pretty well with IPython.embed().
Can't you just run those scripts as the first thing in your REPL session?
Having an IDE setup is pretty essential to my job, so I am going to need that for debugging certain errors anyway. Once that is setup, I rarely see the need to start scripting things for a REPL as a debugger feels far more useful to me.
I have my IDE setup with some scripts to copy a database from production. Set some breakpoints and press the play button and I am debugging.
With A REPL first I need to do a load of import statements. Then populate my objects. Then get started with the actual debugging. I personally don't find it anywhere near as efficient as an IDE that has been setup. Plus with the IDE I can stop at a certain point in the code, have numerous variables populated then run "evaluate" in PyCharm, which gives most of the benefits of a REPL as far as I can tell.
Admittedly the IDE does take a fair bit more effort to get to a state where it is set up to be useful, but dealing with the whole system as opposed to a small part of it is incredibly beneficial for development. Though I guess a lot depends on the type of problem you are solving.