If you had all your audio at 16 bit and were working at 16 bit, then you would not need to dither, as dithering is only used when reducing the quantization bit level,
but…
even though all your audio may be at 16-bit, Cubase is working internally at 32-bit, so yes, you should dither to 16-bit when exporting from Cubase, in the same way that if you work at 24-bit, you should dither down to 24-bit when exporting, because Cubase has been working at 32-bit.