No, you shouldn't HAVE to adjust the brightness. But I'd much rather go through the very small amount of trouble so I can actually watch the film, rather than avoiding the film or spending the entire run time not being able to see anything.
Yes, with most dark games, you're changing the game settings, but I hardly see a difference. It's sacrificing a few seconds to prepare your system before enjoying the piece of media.
Besides, it's not like you have to crank the settings up so high that any other film would look awful if you didn't change your settings back. I had the tweak the settings ever so slightly and other media looked fine with the new settings.
And for the record, I personally love Eraserhead.
Considering it's score of 90% on rottentomatoes and 7.4 on IMDb, David Lynch wins.