Why does the green screen in a movie HAVE to be green?

The majority of the time a green-screen or blue screen is used because those are the colors that there are the least of in a human's skin tone. Using colors that there are less of in the skin makes it easier for the compositing program to separate the background from the actors without messing up the skin tone. A screen used for keying (removing the color) can be any color, it could be green, blue, red, white, or even black (often used for explosions), it all depends on what is being shot.

They tend to use green more because blue is very popular in clothes, so part of their body may be cut off, green is a less common colour.