I've only used GraphQL (with Relay) on fairly large apps but in my experience the number of apps that don't benefit from some sort of client side state management tends to fall into a very small window.

Introducing state management doesn't come for free, of course. That is an extra layer of complexity that you have to reason and maintain. And if your app doesn't need any client side caching or you don't envision a need to have shared state between your components maybe you don't need to have something like Redux. But I feel like the use cases for those sort of apps tend to be pretty narrow.

edit: Another commenter mentioned a good point that gets to the heart of your question better than my rambling -- You are still managing state in your app - just with Apollo instead of Redux.