There's no a priori reason why you should have to. But you want to know that the bottom bracket has been threaded properly and correctly faced. An Octalink bottom bracket is a rigid cartridge that tends to fit straight even if the bottom bracket threads on opposite sides aren't quite in alignment or if the sides of the bottom bracket haven't been faced properly. External bottom brackets are basically two separate pieces whose alignment with regard to each other is only as good as the threading and facing on the bottom bracket. So what might have been ok before is not ok for an external bottom bracket. It's easy to assemble the bottom bracket and see if it spins smoothly; if it seems to be binding, then ask a frame builder or good shop to thread and face the bottom bracket. It should only take a couple minutes to do.
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