I’m using R-P 30-06 brass to reform into 7.65x53 Argentine using an RCBS Trim and Form die.

Do I need to anneal the brass first?

I would, I do.

I think I have a few boxes of that, loaded ammo and dies.

I have made it; no need found to anneal, and a real form die is a waste of $.
Also, I have fired hundreds of rounds of 7.62 Nato, out of 1909 Argentine rifles. Don't tell anyone, but I used to take them to the MG range and shoot the extra ammo. Works great. So much for "headspace".

I've never annealed them until after fire forming.

If the brass is new then it shouldn't need annealing. Brass fired several times may form more easily if annealed, but since the neck size isn't changing it is not as critical as when reducing to a smaller caliber like .25-06.