If the statement would be correct without continuation, you need to use . Therefore, the following works without a backslash, as you can't end a command with a &&:
echo 1 &&
echo 2
Here, you need the backslash:
echo 1 2 3
4
or
echo 1
&& echo 2
Otherwise, bash would execute the command right after processing the first line without waiting for the next one.