If you submit a vehicle to the Marketplace; does it have to be setup with Blueprints?

Those arent requirements, unless perhaps you are advertising that the model has those functionalities. You dont want to misguide customers and advertise the asset as doing something it doesnt do out of the package. If you are advertising that the car has animations for being controlled as a pawn or AI, it would be only beneficial for you to include basic blueprints to show off the animations.