We can choose any random state number while shuffling the data or not.
Yes, you can choose any random state when shuffling the data.
However, while building the same model, you would want to use the same random state. In this way, when comparing different versions of your model (when you are optimizing it), you will be able to evaluate the changes you are making.
If you change your random state all the time, your results would be changing together with the different shuffles.