Welcome to the Q&A Forum

Hi there! Generally, no, you shouldn't have to create a new campaign, though that would definitely ensure that everything works properly. David's response here covers it: https://moz.com/community/q/http-to-https-2#reply_323889

The original poster's situation sounds like merging two sites rather than moving a site from one domain name to another. Matt Cutts specifically recommended against using the Change of Address tool for merging sites in this video: https://www.youtube.com/watch?v=s6pyAWJ5BRs