My RABF was doing great when we started being together. But al-anon did help me with an understanding on what he had put others through while he was drinking. He minimized his past (as they do) and it wasn't until he relapsed that I was glad I had some al-anon under my belt otherwise I would have been a complete mess.
Whether I 'needed' to go is hard to say. SR helps me just as much (or in some ways more). If you sat in and felt you would benefit then you definately aren't harming yourself by participating. As time goes on and if you stay with him, little things will crop up that may be more of a challenge to understand in terms of his recovery and your relationship. Al-anon could help those bumps.