For example, if you want to write the work of a mathematician but cant read or understand the writings of the mathematician, then I would be uncomfortable with that.
In that they should be able to read the ancient languages of the culture they study, for one.
Nobody said anything about "firsthand knowledge" in the sense of "having lived in the time of the ancients".
But if you insist, sure, a historian that have actually lived at the time, would have a far better understanding of it (all other things being equal, like writing ability and so on). I'd take Thucylides over any modern historian of the Peloponesian war, for example.
All other things being equal first hand practical knowledge is then an edge, so not required but a benefit.
A psychologist, who learned everything about psychology, without ever having actually practised it, is equally skilled as someone with experience. He isn't.
And the comparison does not work even in context of original topic. The article from Beard linked from this blogpost (or blog post itself).