Of course not. Which is sort of the point. We already have real life. Stories are something different. Checkov's gun isn't a statement of some kind of platonic ideal of fiction construction, it's a convention. We like stories with "tight" framing because it's easier to watch and keeps our attention on the things that matter. And that's all it means.
You can tell other kinds of stories. Art is art. But if you want people to like your stories (or whatever other artwork you're producing) you'll probably be better served y adhering to convention and violating it in small, targetted ways than you will be throwing out long-held standard assumptions.
(Note that the fact that these conventions exist is itself ammunition for creativity, btw. A "realist" story where nothing necessarily matters is going to have a very hard time delivering a creative twist at the end. A conventional plot, though, can leverage the fact that the audience is conditioned to expect things based on rules like Chekhov's, and subvert those in interesting ways.)