If I received an IP pin last year, should I have received one and do I have to use one this year?

You can paper file via US Mail.

As far as I can see, there's no way to request off the IP PIN list once you're on it.

Go to this IRS page at the link below.  It will tell you how you can try to retrieve your IP PIN online, which is a fast way to get one.  You have to set up an IRS account if you don't already have one.  

And if unsuccessful at setting up the account and getting one online, the page tells you how to phone a special number at the IRS.  If they can verify you over the phone, they will mail you one within 21 days.  The phone number is down around the middle of the page.   You can also phone them if you simply have questions about the process.

In twenty-one days, your return can go through US Mail and be processed.

If you have an IRS account, however, or qualify to open one, and use the "Get an IP PIN" retrieval tool, you can have the IP PIN in a few minutes.

A mailed return without an IP PIN will take some additional time to process.  Normally with a mailed return it takes about 6 weeks to receive a refund.   Without the IP PIN, additional processing and verification will be required, adding to that time frame.

I don't see how you would get an IP PIN immediately online. What kind of Identity protection is that? No different than requesting a self-select PIN , which was discontinued for abuse..

If one already has an IRS account, it's really fast.   Otherwise, it will ask a bunch of identity questions to set up your IRS account.

See the second paragraph here:
<a rel="nofollow" target="_blank" href="https://www.irs.gov/identity-theft-fraud-scams/retrieve-your-ip-pin">https://www.irs.gov/identity-theft-fraud-scams/retrieve-your-ip-pin</a>

Then see this page with the tool:
<a rel="nofollow" target="_blank" href="https://www.irs.gov/identity-theft-fraud-scams/get-an-identity-protection-pin">https://www.irs.gov/identity-theft-fraud-scams/get-an-identity-protection-pin</a>

You received an Identity Pin number last year because of a stolen identity issue with your social security numbers.   You can expect to get a new Identity Pin every year.   If you do not have one for this year you can call the IRS and request the PIN.   You will not be able to efile your return without a PIN.