Yes. Every opportunity must belong to a category, so there is no way to publish a one-time event without one.
The real question is whether the event deserves a category of its own, and that depends on how many roles it has.
Give it its own category, named after the event, and make each role an opportunity inside it.
For a marathon fundraiser:
This works well because each role can have its own shifts, capacity and requirements, while the category still gives you one view of the whole event. Open the category dashboard and you get every role's schedule in one calendar and reports covering the entire event.
Put it in a broader category you already have, or make one such as Community Events, and add each event as an opportunity inside it.
Creating a category for a single opportunity gives you nothing to group, and after a year you have a long list of categories holding one item each. Grouping your one-off events together means you can report on "events" as a whole rather than tallying them by hand.
Count the distinct roles.
Yes, so this is not a decision to agonize over. If your first event grows into an annual series with five roles, you can restructure then.