Will have to be recorded somewhere?

What is the name of your state (only U.S. law)? Massachusetts

Does a will have to be on record in order to be valid, and if not, does anyone know why not?

Brevity is often a virtue. But, in this case, you are too brief.

What do you mean by "on record?"

If you mean "recorded" by the testator before death, then the answer is "No." Some states give the option for the testator to file a will with the court. But it is not mandatory and I don't believe MA has that option.

If you mean after the testator passes away... A will has no legal significance until it is submitted to and accepted as valid by the court.