I think the burden of argumentation is on the person proposing the constraint. I can only think of one argument for why embodiment might be necessary, and that is our only existence proofs for AGI (humans, maybe some animals) are embodied. But those existence proofs also share a bunch of other properties that probably aren't particularly relevant to AGI. Being carbon-based, having DNA, breathing oxygen, etc.

Why do you think embodiment should be necessary?