It is not necessary to use it in conversation because it means the same thing and some people might not understand the “Registre soutenu”.

The “Registre soutenu” and “la forme interrogative directe inversée” are generally used to talk with people with whom you have professional relationships.

In everyday life you can use the casual register and form.

An subjective answer as I have no references to prove it.

Surely both the link indicated in the question and the answer from Arnaud Pradier are the good one.

But in a conversation (as asked in the question) and in most contexts (home, work, etc.), nowadays, people won’t formalize about these variations and they will all be equally understood.

D’où m’appelles-tu ?

D’où est-ce que tu m’appelles ?

D’où tu m’appelles ?

Tu m’appelles d’où ?