Do you support the omission of commas around 'in fact' in the following three examples?
This is somewhat of an opinion question, obviously, so the strict answer to the question in your title is, "No, commas are not always needed." Where they are needed is somewhat of a judgment call based on the intended meaning and the general flow of the sentence.
Part of the issue is that "in fact" can be moved all over the place in a sentence:
Mike said that he did in fact support the new policy.
Mike said that he, in fact, did support the new policy.
Mike said that he did support the new policy, in fact.
The missing commas in (1) are understandable and not completely necessary. The commas in (2) are more necessary but I've seen people leave them out. (3)'s usage is a bit ambiguous (it could be modifying "Mike said" instead of "he did support") but the comma is very much necessary.
I was surprised and appalled by her actions when she did in fact curse my grandmother.
"In fact" is less needed here and will probably receive commas more frequently than your first example, simply because the inclusion of "in fact" doesn't do anything special on its own. It is more obviously a parenthetical note than the usage from your first example.
There isn't really a hard rule, here.
I will in fact question her about the theft.
This is probably the toughest of your three examples to answer and I suspect this will result in the most differing opinions. My opinion is that it sounds better with the commas:
I will, in fact, question her about the theft.
If I were to say or write this without commas I would probably end up removing "in fact" completely:
I will question her about the theft.