I haven't seen any evidence that it's required, and none of the lab distribution amps I've seen use it either. Basically, while you want a clean signal, it's not really a "signal level" sort of thing (at least, not when it's at a few dBm) and there is no loop to boost noise from a ground loop to a problematic size.
If you've got special power concerns in your lab or want to use your reference into some project that is very susceptible to noise, maybe there's some value in it, but I don't think test equipment with 10MHz inputs will care.