a very important question, how regular have previous oil changes been?
If, for example, you have just bought it, the oil is thick and black and the filter is so old it has gone rusty, or it has been laid up for several years, then it would be a sensible precaution.
But if it has been well-maintained and oil changes done on schedule, and it is less than (say) 20 years old, there should be no need.