That's a great question, and one I think about a lot. Good writers want to challenge their MC's in every possible way. Characters can't rise to meet trouble if they don't have any; they can't grow and change without conflict, and change is what makes a novel a novel. Characterization and advancing the plot are essentials for every scene, IMO. So is tension; without that, readers stop turning pages. Tension arises from conflict, but can also result from questions that are raised but not answered. Why did that man attack Jem in the opening scene of TO KILL A MOCKINGBIRD? That one's answered in the final chapter.
But do we need overt conflict in every scene? I'd frame the answer in different terms. The savviest writers look for the conflict inherent in every scene. Take Game of Thrones, for example. There was a minor scene in which Cersei visits her brother Tyrion in his much diminished quarters to suss out what he plans to tell their father. Tyrian, in turn, wants to know precisely what she’s afraid he’ll say. The dialogue between them shows each one trying to elicit information from the other while concealing his/her own intentions and concerns. Each character had a strong agenda, and those agendas were at odds.
The same could be said of nearly all Martin’s scenes. The man seems incapable of framing any scene that is not full of conflict and hidden agendas. In scene after scene, his characters use manipulation, intimidation, flattery, seduction and every other means of persuasion to impose their will. Pretty much the same is true of the Harry Potter books. Try to find a scene with no conflict---it's not easy! It might not be overt conflict; it might be internal, on occasion. But it's always there.