I'm not 100% sure I understand your question. But I am assuming you are asking if you should back up your databases one you configure a DAG. I'm going to assume that you have multiple sites and there is some geographical difference between them (basically no single point of failure). If you do have a single point of failure (i.e all members of the DAG are in the same geographical location or are pretty close to each other) then I would without a doubt implement a backup solution. Also, if you want your Database Logs to prune you will either need to do a backup or enable circular logging (I would rather just do a backup).
As with anything regarding backup and recovery the answer really comes down to organizational requirements. Do you have an organizational requirement to keep a certain number of backups or keep them for a certain amount of time? if any of these are yes, then I would backup Exchange.
Microsoft is pushing Exchange Native Protection, which is essentially a lagged copy of your database and circular logging enabled in your environment.
More information on Exchange Native Protection: https://technet.microsoft.com/en-us/library/dd876874%28v=exchg.150%29.aspx?f=255&MSPPError=-2147217396#ENDP
I'm not really sure how I feel about doing just Exchange Native Protection, it kind of feels like all my eggs in one basket to me. Same thing with just using the Windows Backup Agent.
The decision to do a backup or not do a backup is really an Organizational one. My personal opinion is to backup everything and have multiple copies for redundancy, but I realize that's not always possible.
Ok.. Then the original post still holds true. It's really an organizational decision. Do you have an organizational requirement to keep a certain number of backups or keep them for a certain amount of time? if any of these are yes, then I would backup the databases.
If you do chose to run backups of your Exchange Databases, then you only need to run the backup on one of the servers hosting a copy of the database.
If you chose not to do backups then I would enable circular logging so your log files get cleaned up.
If you ask me (I used to work for Backup Software vendor) I would say backup everything and keep it forever and never get rid of old backups (Which really should be anyone's standard answer). But the best advise I or anyone can really give you on the subject of whether you should back something up is always go with your Organizational Requirements. If you don't have any in place, then I would say it would be best to have a conversation with the people in your Organization who can make that decision. There are just too many rules and laws governing Data Protection and Retention, and they vary by industry, to give you a realistic answer.