Ok, since you disagree, answer me a question:
I have a form which asks you to enter your name. It does nothing more than chuck your name into a database using a mysqli/prepared statement, so that next time you come to the site, it can check for a cookie and greet you personally "Welcome back Hobolooter" style.
What needs to be validated by PHP?
Note: checking whether or not it's a valid name isn't an answer, because the discussion is about looking at this from a security perspective. I might decide I want to be called |-|µ|\|(|-| - is that a problem?
Edit reason: noticed a grammatical error.