If I'm playing Forbidden island with a friend and we have all 4 treasures do we have to have the "Helicopter Lift " card still to leave the island from the launch pad if they are the pilot?
Yes. "Fly to a tile" is not the same thing as "discard a Helicopter Lift card". Furthermore, the Pilot's ability specifically limits the flight to another island tile.
The win condition:
Get to Fools’ Landing! Once you have collected all four treasures, everyone must move their pawns to the Fools’ Landing tile. Then, one player must discard a Helicopter Lift card to lift your team off of Forbidden Island for the win!
The Pilot's ability:
Once per turn, fly to any tile on the island for 1 action.