I am searching for some of the apps in App store, which have been developed to get data from External Accessories. Is it mandatory to have an MFi device, to download an app for the Mfi device?
No. For instance you can download the Oscium apps and use them in demo mode without owning or attaching the hardware MFi device they interface with.
You keep asking specifically about MFi devices, but there are also a number of non-MFi devices that connect through the headphone jack, such as credit card readers (square, intuit, and others) and heart rate monitors (60beat.com).
So far Apple has allowed many of these devices and apps to be developed and sold in the app store, although they prefer people use the MFi program, it's not always necessary.