If you tow heavy, I would. Even they can get pretty warm. I know the ZF5 in the Fords can get up around 275* on a long, hard pull.
Othr than that, no need.
I drive a KW, and it has a transmission gauge. It sees 210* (running syn. lube) on a hot day, on flat ground running hard. Get under 80* ambient, then it is a tad below 200*