YES. They need to be the same brand of batteries, purchased together, always charged and discharged together. It's important because the batteries need to maintain the same exact capacity or one battery will be over-worked. As batteries age, their actual capacity diminishes. It's important that the two batteries you use are of the same age and have been through the same amount of cycles so to ensure that their capacity always remains the same.
Granted, like Baditude said, this becomes much more important when used in series, but it's still important enough not to risk it.