No, the fruit doesn't have to be soft to be picked; in my experience. I think the cherimoya fruits will drop first before they get to be soft. Just by observing the changing color of the fruit, the fruit on the first 2 photos look ready for picking to me; or else you'll be risking fruit drop.
Another simple test that I use is to pull it "slightly" down, or bend the stem to about 30 degree or so..., when it drops into your hand, then you'll know, take it to the kitchen counter for couple of days or so till it becomes soft -like checking papaya/avocado etc- enjoy the fruit!