I'm not sure if it's a law but it's a good idea to atleast have one attached to your tube.
My main Air-bladder sprung a BIG leak 300+ yrds from shore on a brush covered hump and while the other 2 bladders held my gear up, I was thankful to have my vest attached to the tube. I didn't put it on, I just held it under me and kicked for shore. I later found someone elses rusty A.C. Plug with 2 hook points imbedded in my tube.
I keep mine Velcro'd to the outside of the backrest of my tube.

Tight lines,
Wade