Some do not have to be, such as the singularity inside a rotating black hole which is actually a 'ring'. What is required in the classical theory of general relativity is that there exist a region of space for which the local curvature ( energy density) increases without limit as the scale of the region of space goes to zero. Curvature is measures as 1/radius^2 so that as the radius 'goes to zero' the curvature of space becomes infinite. Whether quantum mechanical processes step in to produce a maximum limiting curvature below 'infinity' we do not know for certain, but many experts in quantum gravity theory are convinced this must happen. That being the case, singularities never have zero volume, but reach the limiting scale for space-time at about 10^-33 centimeters.