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Divinity 2 Dragon Knight Saga is a remastered version of Ego Draconis (the original Ego Draconis was filled with bugs), and it also includes an expansion pack called The Flames of Vengeance. So no, you don't need to play Ego Draconis because this game is essentially a revamped and polished version of the original game.
And before you ask, you don't need to play Divine Divinity (the first Divinity game) either. The two are not direct sequels and the stories don't entwine.