No, you do not need to enable either of those webhook settings. The SSO Provider code will take care of that for you.
You may want to enable the ‘Create or Sync Discourse Users on Login’ option that is found on the SSO Provider tab. When that setting is enabled, Discourse users will be automatically created when a user first logs into WordPress. Enabling this setting isn’t required to deal with the users you are importing into WordPress from Discourse.