No, they do not have to have researched it. Or at least, YOU can make an alliance with someone who has researched it without having researched it yourself.
But they have to like you well enough, and maybe feel a bit intimidated. I remember that a few versions back I could not make an alliance with the strongest AI until I got to be quite a bit tougher than them.
That may have changed, because I have made alliances with stronger AIs, lately.
