No, you generally do not have to replace front wheel bearings when replacing the rotor on a 2001 Grand Marquis (or any car, for that matter). The rotor and wheel bearing are separate components. The rotor is attached to the wheel hub, and the wheel bearing is inside the hub. Replacing the rotor only requires removing the rotor itself; it doesn't involve disturbing the bearing.
However, while you have the rotor off, it's a good opportunity to *inspect* the wheel bearing for play, noise, or damage. If you find anything amiss, then *yes*, you should replace it. But it's not a mandatory part of a rotor replacement.
