The decision as to whether to do so should be based on what will work best with your subject and your readers.
You may often start work on your essay with a question in mind. Different essays will have different purposes, depending on your message and your audience.
If you are writing about a topic that your readers know very little about, you will write differently than you would if you were writing about a topic about which your readers were well informed.
And if everything you say in an essay supports a single point or claim, then you can express that claim in a single sentence.
Notice that nobody is saying that it must be a short sentence or a pretty sentence.