Yes, you have to.
"Concealed Cards:
You must discard an Energy card from your hand in order to use this Ability. Once during your turn, you may draw 2 cards."
The text only says that you have to if you use the ability, it just functions like any other "Discard" ability, but with a single energy.
Discarding is optional, but if you choose to do it a single energy must be sacrificed.