Many previous discussions here about this question. The search will pull them up for you to review. But the basic answer is no you needn't do anything just as you never need to take action regardless of the bug you find unless you find actual plant damage. That's a basic principal of gardening - you assume they are good guys until proven otherwise.

They are both considered garden neutrals and the sow bugs actually have a somewhat beneficial aspect as well. The worst that can happen is the sow bugs might nibble on the leaves of low growing, very young, just emerging seedlings.

Dave