Whether they need heat or not depends on your climate, the time of year, and what kind of access they have to water. Wet ducklings will appreciate (and even need) a heat lamp more often than dry ducklings.
Ducklings ARE much hardier than chickens and quail in regard to temperature. In summer, mine stay in the house only a couple days to make sure they are healthy and strong, then out they go to a brooder. I leave a lamp on for a couple weeks, and then decide whether to leave it on based on whether they act cold or not, and what the weather forecasts.
Winter ducklings must stay indoors much longer and require heat much longer also.
It is possible to brood ducklings without a heat lamp at all even in cool to cold climates, if you provide them with a very snug space (i.e., their brooder is only just slightly larger than necessary to contain them), carefully dry access to water (i.e., they can't slosh all over themselves), and insulation (if it's cool outside the brooder). Give them the ability to escape the warm area, and they'll keep each other warm when they need to. Consider how well ducklings survive trips across country in early spring in tiny little cardboard boxes.
However, people with cold winters and cold-hatched ducklings who do not use a heat lamp will lose a lot more ducklings for reasons already stated.
The other thing to keep in mind is that ducklings grow much faster than chicks. In the wild, by the age of 2 weeks, they will no longer fit under their mother the way a chick still can. However, in the wild, they will be hatched in Spring and if they hit a cold snap, they may very well die. Survival rates in the wild are extraordinarily low, so you can't use that as an accurate gauge of good practice, unless your goal is to develop a strain of exceedingly hardy birds and you don't mind 90% death rates along the way. However, the fact that they *can* survive without supplemental heat, under the right conditions, does mean that many people *can* get away with not providing the supplemental heat.
For me, it's only pennies in electric cost for significant peace of mind. If they don't want the heat, they can move away. When they stop using it or behave as though they are too hot, I reduce or remove the heat. That works for me; other people prefer other methods.
