Silverfox's post did contain the answer but I will explain somewhat further. If you want to have MSDTC installed in your cluster then YES you must install the Application Server Role. BUT....You are only installing a small portion of it. You will only need to enable Distributed Transactions/Incoming & Outgoing Remote Transactions. If you do not see a need for MSDTC then no it is not required for a SQL Cluster installation. But, on a side note, during the install it does look for it - you can continue without it but it does make the install process cleaner.