Yes, you have to. :/ I tried to explore ways to grab the data without needing to click it, but I needed a well defined action (going to the next page is valid to me) that would tell the classifier to train on the data. I'll see if I can find multiple ways to direct certain actions to train the classifier.
Naive Bayes is an online classifier anyway, training on click would be the equivalent of clicking a single link and then clicking next. I don't see why it would be hard to do...