They generally dont, but I have goldfish in a tropical tank, and goldfish are just through and through messy, so its best to do a weekly change. I could get away with 100 litres a week (20%) but id rather do a job properly and prevent (and more importantly not worry so much) any problems or ammonia spikes occurring.
The filtration system is already one of the best you can get anyway for a home tank, a Rena XP4
external filter with a 12 stage biological and chemical filtration system, suitable for 600 - 1000 litre tanks, it keeps everything nice, but with goldfish, they excrete copious amounts of ammonia like theres no tomorrow which can play havoc with the nitrate cycle if not kept under control. Its one of the reasons people always say you should'nt really keep Goldies with non-coldwater fish, because they are too messy and the water gets too polluted for the non-coldwater fish - but im fine with doing the large and regular changes to keep everything under control, its just summit you have to put up with if you want to keep both in the same tank. There is only 4 common goldfish in the tank, but by rights they are consuming 240 litres capacity on their own - they say 35 - 50 litres per fancy and 50 - 70 litres per common or comet Goldfish.
If it were tropical-only, id only have to change once every 2 - 3 weeks probably for peace of mind. But im really fond of Goldfish ,think they look fantastic, and have cracking little personalities lol.