Do I need a splint if I grind at night?

Yes mostly. The purpose of the splint is not to stop you from grinding because you do it at night, it is to stop you from damaging your teeth and supporting structures. A splint will help reduce the damage. Otherwise you will continue to cause damage that can lead to replacement of fillings, crowns and other things.
Yes. The appliance is protective in nature to not only reduce damage to the teeth, but balances the stresses of grinding over the entire system to minimize possible adverse effects on the joints, muscles, and gums as well.