It's not mandatory. After Slick's impeachment, all 9 did not show up. This year, I think a few (3?) of the justices did not attend. I know J. Thomas did not attend. He was quoted later as saying he had stopped attending due to the hyper-partisan atmosphere.
Thanks FRiend. I knew Justice Thomas wasn’t there but I didn’t realize that 3 had taken a pass. I didn’t watch it. That’s a good sign. Next year, I hope they all stay home. Adults shouldn’t have to put up with the nonsense these SOTU Shows have become. From what I’ve read and heard, the last one was like a lost episode of “Pee Wee’s Playhouse”.