Does color changing PLA require a hardened nozzle?
The color changing material used in the filament is most likely a Leuco dye.  There are several types and some can be abrasive (just like the glow in the dark dyes); but, they aren't like putting sand through your nozzle.  Since brass is really soft, even something like the dyes can cause it to wear; but, it will take a while.

The safest bet is to use a hardened nozzle; but, if you are just doing a small print then it probably won't be too hard on the brass nozzle either.  I have heard of people printing an entire spool of glow-in-the-dark PLA with a brass nozzle then examining the nozzle and not noticing any wear.

Also, some people like the better thermal characteristics of the brass over the steel; so, they just stick with the brass nozzle for everything and replace it when needed.