I asked a similar question to the Your Europe advice team.
Their answer seems to say : NO, they don't have to prove dependency. (But the answer is not so simple if you are a student. See below.)
But I am not 100% certain, so if someone can shed more light on the subject?
"Essentially, once you, as the non-EU family member, have legally resided with the EU family member in the host State for the five years, you are entitled to permanent residence in the host State.
You can obtain further information on the application of Directive 2004/38/EC on the following website:
http://ec.europa.eu/home-affairs/faq/fr ... _ec_en.pdf "
Read the EEA4 form. It seems to focus on the EEA's proof of exercising Treaty Rights for the five years and proof of residence for five years by the EEA and the non-EEA.
As pointed out, a student is basically meant to be self-sufficient, so to be exercising Treaty Rights the EEA national requires sufficient resources and Comp. Sickness Insurance for yourself and family members.
In contrast the EEA2 residence card guidelines and EEA2 form seems to strongly emphasise the need to prove dependence.