You do not. You can bring in a certified check at the delivery if you want. Presumably your loan is in place and the only payment is the down, correct? If you are worried that you might reject the car, hold on to the down payment. If you are willing to roll the dice a little on that, getting it done through a bank transfer, which can take a couple of days, will save you steps at the Delivery center.
I would definitely finalize the loan at least a few days prior if you haven't done so.
I had an external loan, and got that paperwork in place first. Then did an ACH transfer to Tesla from my checking account for the rest.