RF output matching using baluns: LTC6946
Why do they specifically say single-ended?

They are referring to each of the two RF outputs individually. In other words, at 500 MHz, each RF output has an impedance of 102.8 Ω - j49.7 Ω.

If I wanted to transform the RF+/RF- differential ports to single
ended using a balun, would I still need to do the impedance matching?
If so, how would I do that?

Matching the impedances is all part of designing a balun circuit. I can't tell you how to do that without knowledge of what impedance you require. However, the data sheet does give recommendations: -

These recommendations will be for a 50 Ω output.

As a side note, I would like to get RF frequencies of approx 400 MHz
and 900 MHz out of the device

Looks like you should choose the first balun mentioned in the list. If you want to dig deeper you should get a data sheet for the balun specified and look at what its performance is.