My two Classic SAAB 900's use small flat head Phillips screws affixing
the rotor to the hub. These can be a real bear to removed also, but
I've never sheared one in the removal process. Lately, the Brembo
replacement rotors I've purchased include these screws - thankfully.
Are they required? Most likely, otherwise they wouldn't include them
in the design. It's probably due to the type of caliper used. On my
Dodge Caravan, the rotor is not affixed to the hub by screws, but the
caliper design is totally different to the SAAB.
Maybe Hyundaitech will post an answer here for you??