A particular test has assertions that must be implemented correctly in order for them to pass.
By starting in red you gradually make your way towards green usually paving your thinking and potentially unlocking other tests.
I don't believe you must do this every time though.
So I think we agree. If you find it beneficial, please carry on doing it. For anyone who doesn't find it beneficial, they can write tests in whatever way they want.
A particular test has assertions that must be implemented correctly in order for them to pass.
By starting in red you gradually make your way towards green usually paving your thinking and potentially unlocking other tests.
I don't believe you must do this every time though.