I don't think it's necessary to do so for most. I only did it for one because these directors didn't know I was applying to medical school and I didn't want to blindside them. For many of your activities, particularly those which got you a letter of recommendation or doctors you shadowed with, it won't be necessary. However, for others, you could consider it. In this case, there wouldn't really be any harm in doing so as it's likely to be perceived as courteous, but the chances of them being contacted at all are slim to none.
In short, you don't have to and it likely won't be necessary, but it also won't hurt if you want to - just don't say they're likely to be contacted by a lot of schools; it's more "there is a small chance you'll be contacted by a school or two".