Technically you don't need it I mean hell, you could build the frame out of some kind of acrylic or whatever. But that would still be shot and only worth it if you really needed it clear. The coping will help to keep you from cracking it or chipping the sides.
Honestly really not worth the effort. That said plexi does slide nice, just more prone to cracking.
If you're trying to build a functional feature to ride regularly you "need" coping. If you can't do it, you could ride it, but still, you kinda need it.
Honestly even if you're struggling to build it, I'd recommend running steel or PVC tubing drilled into the side of wood, and then just screw your plexi, hdpe, or pvc sheeting down to that. Having a round edge is nice in addition to keeping your topsheet from getting destroyed.
I feel like a clear plexi rail will spider crack like crazy if you're catching any air spinning onto it.