No, you do not need a license to use XAUI hard IP in Stratix® IV GX/GT devices. Quartus® II software version 10.0 erronously gives a license related error, when you try to implement XAUI Hard IP through XAUI PHY IP Megawizard™ flow. The workaround is to use ALTGX Megawizard to implement the XAUI interface or you can install the Quartu II 10.0 patch 0.20 for XAUI PHY IP Megawizard flow.
Readme file for Quartus II software version 10.0 Patch 0.20
Quartus II software version 10.0 Linux Patch 0.20
Quartus II software version 10.0 Windows Patch 0.20
This issue will be fixed in future software versions.