Prepping concrete floor
The short answer is no you do not. Clean up your joint compound if it is a bump above the surface.

HydroBan usage around fixtures:   Bonds directly to metal, PVC and ABS plumbing fixtures only.

How to use : this link does not seem to work in Firefox 57 but will work in MS Edge.

How to use HydroBan video  : watch it and you will see them doing exactly what you are asking about with no grinding or roughing up the surface.