using a well recorded piano such as the Garritan CFX, applying EQ maybe unnecessary?
Yes. It may be unnecessary. Or it may be necessary. There's no universal answer.
If you buy a house and the living room walls are painted white, is it necessary to apply paint to change their color? Only you can tell, depending on your taste, the vibe you want to have in your living room etc.
For example, if you want a soft velvety warm vintage-sounding piano, you may want to EQ your track to get closer to that sound. Or if you feel that the piano sounds too aggressive or too muddy, then you may want to EQ it to tame the aggressive frequencies, or to bring clarity to the frequency spectrum. But if you are perfectly happy with the way it sounds as is, there's no need to EQ anything.
Think of the EQ as a tool. Let's say a screwdriver. If you buy a house, should you use a screwdriver? Well... it depends. Is there an issue with the house that you need to fix? Which one? Is the screwdriver the appropriate tool? Or maybe there's no issue with the house but you'd like to add some shelving or a painting. Then you could use a screwdriver, or perhaps a hammer. Or maybe you're perfectly happy with the house in which case no, you don't need to use a screwdriver. If you can't tell whether the house is fine or needs to be fixed, but start hammering and screwing things here and there hoping that it may somehow improve, chances are you are going to make things worse.
This reminds me of the true story of the home producer who started mixing his song in Logic using mostly preset EQs and compressors and reverbs until, frustrated, he decided he just couldn't make it sound good and went to a pro studio to get it mixed. The mixing engineer started working on the Logic project and within only a few minutes, the home producer got up and said "WOW I have no idea what you've done so far but it sounds already SO much better." To which the mixing engineer replied "I removed all the plug-ins from your Mixer."
To avoid this happening to you, start making goal-oriented decisions when mixing. First listen, and if you hear something that is too loud, turn it down. If it's too dynamic, compress it. If it's too dull, or too harsh, EQ it.
I'm using the Sony MDR 7506 monitoring headphones which provide quite a flat signal
The Sony MDR 7506 are anything but flat. Here is their frequency response:
Source: https://www.sonarworks.com/blog/gear-re ... -mdr-7506/