Bathroom is supposed to be a dedicated circuit
But if it was wired that way you do not need to change it
If you run the outside outlet off the "LOAD" of the bathroom GFCI then you do not need a GFCI outside
If the outside is run off the "FEED" wires then you do need a GFCI outside
Current code requires a Tamper proof & weather resistant outlet outside
I prefer my outside outlets seperate from inside circuits. That way you (or future owner) doesn't have to look around inside for a tripped GFCI
But if it was wired that way you do not need to change it
If you run the outside outlet off the "LOAD" of the bathroom GFCI then you do not need a GFCI outside
If the outside is run off the "FEED" wires then you do need a GFCI outside
Current code requires a Tamper proof & weather resistant outlet outside
I prefer my outside outlets seperate from inside circuits. That way you (or future owner) doesn't have to look around inside for a tripped GFCI