You don’t have to. You can also decide to not claim.
For me, the reason for a hardware wallet is precisely to be able to use a lot of different wallet apps rather securely because I can always check on the hardware what I am going to sign.
If you don’t connect the Ledger to something that can do the signature, you obviously won’t be able to claim. Ledger Live neither supports connections to Cardano dApps nor doing manual signatures according to Cardano’s standards. So, this needs to be done by one of the Cardano-native wallet apps. (Moreover, Ledger Live is – like all multi-chain wallet apps – always a bit behind in supporting the specific features of each of the dozens of chains they have – e.g., stake pool selection, dApp connection, governance features for Cardano.)