Not necessarily, although it won't hurt anything. Local ordinance might require it for some reason, so it warrants checking.
Party wall? Are you in a multifamily building? Sorry, just butting my nose in! The reason I ask is that if you're working in the firewall assembly, it needs to be put back with exactly the same materials that were in it when it was built. Otherwise the UL or GA listed fire assembly won't meet the listing it was designed with. Factors such as thickness of rock, taping method, insulation type, and nail or screw length/type all are very important details in a fire assembly. The addition of a dormer (if yours is new) can easily compromise the separation of two residences if the codes aren't strictly followed.