It depends on your soil, but better safe than sorry. Repairing leaks is a HUGE pita!!!
If you have a lot of rocks, tree roots, anything that could present a hazard to your liner, you want an underlay. PA, I obviously don't know what part, but I'll bet you have at least some rocks in your soil. I sure do in MD. You prolly already did this, but check the sides and bottom very carefully for rocks and roots that you exposed while digging. remove all hazards that you can.
I went to the fabric store, bought sveral rolls of quilt batting. It's basically sheets of polyfiber, nice and cushy, and pretty dern cheap. I put that under all of my liner, bottom and sides.