With CKD is it critical to get a diagnosis thru biopsy if the treatment is not changing?

Not necessary. It depends on the clinical presentation and the diagnostic challenge the provider is facing to establish one. If the condition that lead to ckd is obvious (i.e. Diabetes or high blood pressure) the biopsy may not be neccesary. If there's a diagnostic challenge, the biopsy might need to be done.
Not Always. If it is truly CKD, it implies that the disease in the kidneys is chronic which means long-standing. With the appropriate medical history and ultrasound findings of the kidney it is not always necessary to perform a biopsy to prove the underlying cause of the kidney failure. When the causality seems to be in doubt, then a biopsy can be helpful.