Question:  For those who have never heard the Gospel, is it necessary to have the realization of their spiritual depravity and of their need to be saved from that?

Yes.  Before someone can receive Christ, she must recognize her need for him.  Since salvation is by faith through grace, faith means that you trust God to take care of your spiritual depravity and that Jesus did that when He died in your place on the cross for your sins. I am convinced that the only way to realize your spiritual depravity is to hear the Gospel which begins by talking about God’s wrath against sin and God’s answer, namely, Jesus.