In a perfect world ..... yes, you should. But .....
Lots of people can't afford to. So ..... it's OK to run with the factory reso. heads. In order of importance, the batters should be changed first. Heck, a lot of people run with factory heads, for months, or years. So no, keeping your factory reso's won't kill your "new" head experience.
I just bought a Yamaha 9000 series (pre-Recording Custom) 16" floor tom, and it had the stock factory reso. on it. Which makes it a 40 year old head. Gotta say ..... I put a new batter (coated Ambasador) on it ..... and the drum sounded pretty good. Put a new reso. (clear Ambasador) on it .... and it sounded a little better.