Yes, you should, for 2 main reasons:
1: If you need to use | collect or | mcollect , or the Log Event or Add to Summary Index Alert Actions , they will not work if the Search Head does not have an index definition in place:
2: The type-ahead completion feature will not work for index=... .
In PS we have base config apps and one of them is the YourCompany_all_indexes app and this gets deployed to your Indexers and your Deployer, where you push it out to your SHC members.
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