You don't actually have to unless you're moving from major version to major version (i.e. FreeBSD 8.x to 9.1 in this case), though it's never a bad idea to do so.
The FreeBSD ABI doesn't change with minor version releases so the majority of ports should work through all of the 9.x releases without needing to be upgraded. The big exception is ports that work closely or otherwise depend on kernel functions, those may changes and therefore those ports will need to be upgraded in order to keep working.
The FreeBSD ABI doesn't change with minor version releases so the majority of ports should work through all of the 9.x releases without needing to be upgraded. The big exception is ports that work closely or otherwise depend on kernel functions, those may changes and therefore those ports will need to be upgraded in order to keep working.