There's nothing requiring it, at least in the US. The servicing of the loan *is* really your "credit relationship" ... if you're to send your payment somewhere else, you'd be told that. In the mean time, money is fungible, so the other details aren't really relevant.
> The reason I'm asking is because I'm wondering how a debtor can
> navigate whatever evidence is used to show that the party initiating a
> foreclosure is the legitimate debt holder. If I thought my debt was to
> CIBC and suddenly I find out that some law firm, who acquired by loan
> from Citi, is foreclosing on me, how do I know that is legitimate?
The court will demand the paper trail, and so should you. Some people have found that the paper trail is bogus and they don't have to pay. It's not likely, but it has happened.
http://www.consumerwarningnetwork.com/2009/02/17/homeowners-rallying-cry-produce-the-note/
/jordan