If microstepping is greater than 1/8 then the RA and DEC can both change microstepping mode. For Go-To movements they use a larger step size to get more torque.
If you are doing a Go-To movement, then at some point the RA will stop and return to the smaller step size to resume sidereal tracking. If the Go-To requires the DEC to move further than RA, then the RA can change stepping mode before the DEC does. If you don't have separate pins this will cause the RA axis to go out of alignment (it will essentially be moving 8 times faster than it thinks it is).
So yes, they need to be separate. However, depending on your step mode, it is possible to reduce the number of pins. There is a table
here if you scroll down about half way which shows all the microstep mode mappings.
As an example, if you use 1/32 stepping, the two modes it uses are 1/32 (High, High, High) and 1/4 (Low, High, Low). In this case MS1 and MS3 are the same so can be connected together on the drivers. MS2 is high in both step modes, so you could tie it to +5V directly at the driver boards. This leaves you needing only to bring two signals back to AstroEQ - MS1 for RA, and MS1 for DEC.
For 1/16 stepping, you would need to bring back for signals - MS1 and MS3 for both RA and DEC. MS2 for each would be tied to ground.
If possible however, try to route them all back individually as it allows you to reconfigure the step mode without having to modify the wiring.