No. The savedata is directly in the SD card and you don't need to do anything special to transfer it to a .cia or something like that. If you play with your cartridge or with a .cia the savegame will be the same.
You sure about that? I'm not particularly far but I still would rather not lose my save if I didn't have to. Not having to back up the save between .cia updates would be a lot more convenient, though.