It's not something you need to remove. However, how thick is the drywall that you're putting up? If it's 1/2 or 5/8", ok, but I'd be worried about how much weight you're adding. If you're putting up 3/8 or if you managed to find some 1/4", you're going to show every bump and ridge beneath it. You probably want to use half inch, and you might think about firring it out.
You still need to be aware of the slant of the ceiling to make sure that you don't bump outwards since that's hard to hide with compound. If you have to do anything, bow out in the middle of the board and then have your joints bow in.
I attempted to remove the same texture from drywall in my house, and it was a beast. i was using a belt sander with a 50 grit belt and it still wouldn't smooth down. I ended up tearing out the drywall and starting over.