That would depend on what you’re embedding.
The <head> section does indeed need to be in the page somewhere, but doesn’t have to within each embedded template.
For example, if I had a template (let’s call it featured-posts) that I wanted to embed into another template, I might have something like this:
site/featured-posts
<div id="featured">
<h1>These are featured</h1>
</div>
other template
<html>
<head>
<title>Welcome to my site!</title>
</head>
<body>
{embed="site/featured-posts"}
</body>
</html>
The markup within the featured-posts template will simply replace the embed tag in it’s entirety. It doesn’t do anything more. No additional markup is added.
Some choose to create a header template to minimize maintenance, but you don’t have to. So to summarize, you need the <head> to be included somewhere in each template but not within each embedded one.
Make sense?