I don't think you need to freeze bones from the butcher, no. Reason being, they come from animals raised for the human food chain - which means animals that are vaccinated, dewormed, etc. It's as safe to feed your dog raw bones from this sort of source as it is to eat rare or blue steak yourself

And plenty of us do that regularly!
But when it's wild game you're talking about, well, those aren't vaccinated and dewormed animals. Plus, in certain areas, some sorts of game carry particular diseases. That's still OK - and most people hunting meat for themselves are well aware of which issues may exist in their areas. When you're going to eat the meat, it's wise to cook it thoroughly. No big deal. But the same goes for if you're going to feed it to your dog - it's wise to take the precaution of freezing it for a few days first to kill any parasites that might exist.