Meh. I always feel a bit uncomfortable when guys pay for me. When in a relationship, the payer is usually the one who has the better income at the time. Of course, if it's like a cute kindness thing between friends or bf/gf, like "I bought you some sushi because I know how much you like it", then that's another matter. Gift-giving is always awesome, especially in the form of food. :3
Where I come from we don't have the "typical" dating ritual. If you fancy each other, you hang out as buddies, cuddle up in the sofa with some TV show you both like, and send each other disgustingly cute text messages until one day one of you says "wanna be my bf/gf" and the other one says "yeah, totally."
So I'd say, no. You don't have to pay every goddamn time just because you have a Y chromosome. But what do I know, I'm just an awkward Swede.