Question about SetSocketOption & MulticastOption

I create a group & send a message 1 line before the method Receive wait for a message by creating a thread. This code works Perfectly. I just want to know why shouldn't I add this line in the Send method too for joining the socket to the group before I try send something to the group.

server.SetSocketOption(SocketOptionLevel.IP, SocketOptionName.AddMembership, MulticastOption);

using System;
using System.Net;
using System.Net.Sockets;
using System.Text;
using System.Threading;

class MAIN
{
    private static MulticastOption CreateGroup()
    {
        return new MulticastOption(IPAddress.Parse("224.100.0.1"));
    }
    private static void Receive(MulticastOption MulticastOption)
    {
        Socket sock = new Socket(AddressFamily.InterNetwork, SocketType.Dgram, ProtocolType.Udp);
        IPEndPoint iep = new IPEndPoint(IPAddress.Any, 9050);
        EndPoint ep = (EndPoint)iep;
        sock.Bind(iep);
        sock.SetSocketOption(SocketOptionLevel.IP, SocketOptionName.AddMembership, MulticastOption);
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        byte[] data = new byte[1024];
        new Thread(new ThreadStart(Send)).Start();
        int recv = sock.ReceiveFrom(data, ref ep);
        String stringData = Encoding.ASCII.GetString(data, 0, recv);
        Console.WriteLine("received: {0} from: {1}", stringData, ep.ToString());
        sock.Close();
    }
    private static void Send()
    {
        Socket server = new Socket(AddressFamily.InterNetwork, SocketType.Dgram, ProtocolType.Udp);
        IPEndPoint iep = new IPEndPoint(IPAddress.Parse("224.100.0.1"), 9050);


        byte[] data = Encoding.ASCII.GetBytes("This is a test message");
        server.SendTo(data, iep);
        server.Close();
    }
    public static void Main(String[] args)
    {
        Receive(CreateGroup());
        Console.ReadKey();
    }
}

From this article:

The IP_ADD_MEMBERSHIP option allows you to join a multicast group specified by the host group address in the multicast address structure. You must join a group to receive multicast datagrams. You do not need to join a group to send multicast datagrams.

However, this will only work on the local subnet due to the default TTL value. See this article for a more explicit answer.