Without having the CFI PTS in front of me, I think you DO need it for two reasons...

1. To be eligible for a CFI, you must have a Commercial and Instrument Rating and you do need it for the commercial license (don't know how many hrs exactly but I know you need some complex training to get a CPL)
-NOTE: Older pilots (before complex training was mandated for the CPL) can have a commercial with out a complex endorsement (my father for example) if they got their commercial before that requirement was signed into law however...

2. The CFI checkride must be done in a complex airplane. To act as PIC of a complex airplane, you need a complex endorsement. According to 14 CFR Part 61.47, the Examiner does NOT act as PIC during a checkride and since the only other pilot aboard the airplane is the applicant, the applicant during a checkride is the PIC and if the applicant is the PIC, he/she MUST HAVE A COMPLEX ENDORSEMENT.