No, the big nut just needs to be tight.
The spline is there so you can collapse the driveshaft for servicing. There is no movement of the differential in an independent rear suspensioned car.
I put a flex coupling in my 300E several months ago and was pretty irritated about having to lower the exhaust, I think you have to lower the exhaust when doing anything on these cars. I'm surprised they didn't put it together so that you had to lower the exhaust to replace the spark plugs.
I'm sure you're as happy as I am to have the job behind me.
Have a great day,