Yes, you do. Although one of the Hub Transport server's roles is to send messages between Exchange servers, it's also used to send messages within a single Active Directory (AD) site. Even if a message is sent to a recipient on the same Exchange server, the message is still sent to the Hub Transport server, then placed in the Hub Transport server's local delivery queue for collection by the Store driver, which will place it in the recipient's inbox on the Mailbox server.