No reason to.
Use a flat file to remove any nicks and burs on the mating surfaces. I like to use Permatex #2 sparingly on paper gaskets, you might have your own preferred sealant, hopefully not silicone, in any case don't go overboard.
As mentioned the thin gasket is ideal for alignment with axle shafts as designed, no gasket or a thick one would be a bad idea.
