Probably not. I tend to do it myself, but control and alternates, particularly for P25 systems should be enough, as it is only going to lock on to the active control channel, and it will direct reception from the various voice channels.
Good reasons can be offered on both sides of "to or not to" question.
If it's an "important" system to me (one I don't want to potentially miss something) and I'm not up against memory limits of the scanner, I'll program all frequencies associated with a site. Otherwise, it is control (primary and alternate) channel only.
As an aside since you have the 396XT, if you look at downloads for the Home Patrol line of scanners, you'll see Uniden includes all frequencies for a site.
in case the system goes offline be sure to have the system in as conventional.
if a trunking system goes to fail soft the towers just transition to individual repeaters.
so your radio will not follow anything as there is no data sent then.
and some systems have the channels open with a 9 second beep tone.
this is a great time to make sure you have a list of all the channels just for this.