Does every light within a fixture need to be grounded or just the fixture itself?
You will really need to answer this question yourself as only you will be able to determine if the whole iron pipe structure will maintain its electrical conductivity from end to end now or over it's full service life. If there is any doubt then it behooves you to string safety GND wires throughout the fixture and connect then all back to a reliable earth (safety) GND back at the junction box. 

The goal needs to be protect anyone touching any metal part of the fixture (which seems highly likely due to sheer size alone) from getting a shock in the case that either a neutral wire or a live mains wire happens to short out to the pipe structure. 

They always say "Safety First" if that helps in any meaningful way.