Sahur is a blessing but it is not compulsory

لأَنَّ النَّبِيَّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ وَأَصْحَابَهُ وَاصَلُوا وَلَمْ يُذْكَرِ السَّحُورُ.For the Prophet ﷺ and his companions kept observing fasting continuously for more than one day and (of course) no Sahur (late night meals) was taken (during that prolonged fast).