No. In Mx 9 Studio Pro will notice the changes in scss-files and do the translation to css. No more need for Calypso.
By the way: This is happening design-time and result in a minimized optimized css. Runtime will use that minimized css.
Correcct Tim! However, if you have upgraded your project from Mx 8 or lower to Mx9, then calypso will initially be necessary; only until you refactor your styling into the new styling folder set up will it be possible to let go of calypso.