No, they are not required.
After reading the Michigan instructions for filing by mail, there is no mention of needing to include W-2s.
The information reported on Schedule W takes the place of sending in the W-2s. In fact, the instructions for Schedule W specifically say not to send the W-2.
To take a look for yourself, here is a link to the instruction booklet. The instructions for filing by mail start on page 4. The instructions for Schedule W start on page 40.
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