First, the formal question "must a function be defined at a point to be continuous there?" has answer "yes", from the definition of "continuity", since the latter definition refers to the value of the function at the point.
But this formal sense of the question does not go far enough, in my opinion. That is, I'd argue that at a (single) point where a function is not continuous, its point-wise value is "ambiguous"... I'll argue in favor of this informal qualification of the formal answer:
Even in calculus (and certainly in complex analysis) we do speak of "removable singularities/discontinuities", where either a function continuous at a point was whimsically redefined just at that point to make it discontinuous, or, more importantly, where the function had no formal definition at some particular point, but could be defined "by continuity" there. That is, given $f$ defined in a neighborhood of a point $x_o$, if there is a unique value $y_o$ such that the extension of $f$ defined by $f(x_o)=y_o$ is continuous at $x_o$, then this extension is "extension by continuity". Of course, there may fail to be such an extension.
But, in many practical circumstances, there is such an extension. There is at most one such, if there is any.
Thus, depending how we think about it, the value of such $f$ at $x_o$ is entirely determined (by continuity) by near-by values... even if $f$ was not originally "defined" there.
From another side: to redefine a function at a single point does not change its integrals against other functions. Thus, somehow, values at single points are partly irrelevant to the interaction with other objects.
Another: for pointwise evaluation purposes, we might like the map $f\rightarrow f(x_o)$ to be continuous, under some metric on functions themselves. The simplest metric to put on functions on an interval $[a,b]$ is $d(f,g)=\sup_{x\in[a,b]}|f(x)-g(x)|$, and this makes pointwise evaluation continuous.
With other (otherwise reasonable) metrics and such on "functions", pointwise evaluation is often not a continuous map from functions to values.
In that, vein, when we take limits of sequence of functions, we might hope that $\lim_n f_n(x_o)=(\lim_n f_n)(x_o)$. One must stipulate in what sense the limit of functions is taken. If we use the sup-norm metric, this property does hold, and, in fact, the "limit function" is itself continuous.
So, in effect, _in_practice_, a purported pointwise value at a point where a function is not continuous either can be corrected so that the function is continuous, or else has no useful specific value.