You should update for online reason. Otherwise, don't.
So when i launch gateway mode emunand 9.4 and open alpha sapphire (from .cia) i get a notification saying a update is available! should i update or should i just not do anything?
yes i want to update to play online so i should update correct?
Update your launcher to 3.0.4 then update emunand to 9.5 then download via eshop or find a cia update file. If you plan to play offline you most likely don't need the update
Just open ehop in emunand and download the latest Alpha Sapphire update.