In my endeavors, I have researched and surmised the following: it depends on your grow medium and whether or not your plant will get the magnesium it needs because RO water does not contain any(thing). For instance, FF Tiger Bloom has magnesium so there would be no need to add anything elsewhere if using that nute (unless your plant showed a need). However, you don't necessarily need Calmag. You can add epsom salt to your water.
Mostly, you need to determine if your plant can get Mg from anywhere. You'll have to read your nute labels to see what amount, if any, Mg is available. If your in soil, find out everything you can about the soil. I can't comment about hydro setups- I don't know.
Additionally, you can watch for signs of a Mg deficiency if you are concerned and treat accordingly if needed. You'll have to do specific searches for more insight into some of the things I mentioned.