No, it is not usually necessary -- the reference is basically a multiplier on the DAC digital code -- so for audio applications, it is like a volume control. No one will notice even a 5% change in audio volume.

On the other hand, you _DO_ want a low-noise reference -- else you will add distortion and (strange) noise to your output. You are going to want noise and PSRR better than your DAC to avoid degrading it.

Depending on the application, the 9-bit DAC likely does need a 9-bit (e.g. 0.1%) reference.