I don't think always, just mostly. It's about getting the points up with each of them. If you want the 5 girls ending, go for the points with all of them, but swing towards them not being criminals, but doing it for the right reasons. You'll get the gang and the partner.
I don't remember if you have to every time, but I'm pretty sure there was one on a train towards the end that was pivotal. You needed to get that one I think.