i would say depends. if it is a custom tune just for your car then the tuner is gonna want to dyno it, or a good tuner anyway
if it is universal software for that X pipe then no you don't have to.
alot of people like to see what there gains are and have the car dyno bf and after though
for instance i have the Dinan Midpipe (x pipe) and Dinan Rear Muffler with there matching software and i didn't need to dyno my car. they did that already in the R&D process and so the software tune is universal for the car
Street- 08 E92 M3- Sparkling Graphite/ Fox Red/6sp
Track- 10 CRF 250-PR2 Race Motor/Ohlins TTX Susp
Hauler- 06 Ford Skyjacker F250 4WD