It's not necessarily an issue of whether or not they have to or not... it's more a matter of whether or not the retcon gives them a story to tell. It's why we get retcons in the first place. This stuff happens even when movies aren't a factor in the equation.
If it gives the Inhumans more stuff to work with, without adversely effecting the X books in anyway, then I don't see it as that big a deal. If it were say turning Storm or Wolverine into an Inhuman I could understand the complaints... but with Wanda, a character who was sort of retconned into Mags family in the first place, I don't think it's something to lose too much sleep over.