Ahhh, the great substrate debate.
The interesting thing about substrates, is there is no hard and fast right answer. There are some definite "NOs!" out there, such as crushed walnut shells, but sand is not one of them.
If you search this forum with the term "substrate" you will find numerous discussions where we have discussed the pros and cons of sand, birdseed, soil, and even a few others. Though those are the main 3 that seem to come up as top contenders.
There are a number of factors that effect the best option for you and your Uro. Your Uros age, cage setup, the time you want to dedicate, etc.
It is my understanding that the soil mixture as a substrate can be harder to clean, and does require more "tinkiering" and measuring of temps and humidity and the like, and some people enjoy this, and for some Uros it is worth it. A lot of people have been switching over to it though.
I have tried the birdseed but found that my Uro 1) didn't like to walk on it and 2) ate it exclusively to all else. So I decided on washed, dry, playground sand. My Uro does very well on it, not all do...
So the short answer is you do not HAVE to switch substrates unless you feel your Uro is not doing well on the sand, but there are other options you can consider. Most people on this forum have been part of so many discussions regarding substrate that we have all mostly agreed there is no one perfect answer to this question. Though I am sure there are people elsewhere who would state that one or the other is "bad".
Uros are fun because a lot of their care is looking at the facts, and forming your own opinion. It makes it more difficult, but also more rewarding, imho. 
I hope that helps a little.
Elizabeth
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1.0 Uro Archimedes
0.0 Fish
0.1 Sulcata Minnie
1.1 Iguanas Flik and Loki
0.1 Newfoundland Jasmine
0.1 Feline Winter
Indiana & Wisconsin