I doubt there's some kind of law that states a girl must wear a bra, regardless of cup-size, so I'm going to go with the safe answer of "some do, some don't."
But it seems Haruhi wants her to wear one, regardless of Kyon's desires.
Stop crying.How'd you know?You idiot!!Not a supporter! A BRA!!I won't tell you "good job", you know!!It's already turning cold.W... Wh... Why? Why don't you wear a sports bra?!!Isn't it enough if I don't have a chest under my shirt?I don't need a supporter.What are you saying in front of Yuki!!Nagato has breasts, doesn't she? Mine isn't a bust. They're pecs, see?That's wrong, you idiot! In my dream, Kyon's chest grew into happy marshmallows!!Don't tell me, you...Stupid Kyon! Always disappointing me!!You're wearing your usual trunks, aren't you!?Do you understand at all or not?!!No, after I became a girl, I realized. Bras are for girls who have breasts.