In the new Android Studio, every time I create an activity from the wizard it will create the following structure:
public class LoginActivity extends Activi
Generally speaking, yes, you should try to use fragments as much as possible, so that you can have different layouts for different size / aspect ratio devices.
And yes, that's why Android Studio generates code that way by default.
However, like any good rule, there are exceptions. Sometimes, an activity is simple, and will not differ on different devices. In that case, a fragment doesn't necessarily make sense.
In short, use fragments by default. Go with just an activity in the few cases where it makes sense you in your project.