Yes and no, it is avisable to use the same version on the Media server as on the remote agents, but if you do not have problems, I recommend to update te remote agents during your normal maintenance window.
While it is not mandatory to update the remote agents on remote servers immediately, if you don't update your remote agents after you have put in the hotfixes, then the hotfixes would not be available to your remote servers which defeats the purpose of installing the hotfixes. The remote agent is the engine of BE. The media server uses the remote agent to do all the work.
