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Normal user? Extremely rarely would you need to build the kernel. Distributions design their options to fit most use cases, and you’ve observed the extensibility through modules. The kernel itself has moved towards runtime configurable options for your convenience over time, such as with
Where in the past changing the preemption model would require a recompile. Ultimately, this is a good thing; it makes your life easier and you can get better support for a common kernel if you need to debug.
It does happen though if you need special hardware or if you’re picky about specific kernel features. For example, I’ve used kernels that don’t have built-in support for memory compression. Need is a subjective term, and I felt that was a configuration option that I needed because a memory upgrade was not an option. I would argue there was a point to that effort. Considering that you phrase your question as asking about normal users, then no, I would say that’s rarely required and generally you can achieve your goals by tuning kernel parameters.