Yes, due to a problem in the Intel Quartus Prime Pro edition software version 21.2, you must use PCB mounted AC coupling capacitors for your Intel Agilex F-Tile device, FGT transceiver RX pins.
This requirement applies even if your Intel Agilex F-Tile device, FGT transceiver RX pin signal meets the device datasheet RX input DC common-mode voltage (VRX-CM-DC) requirement.
This problem will be fixed in a future version of the Intel Quartus Prime Pro edition software.