Do the Strain Gauge systems require more care in setup than a standard cartridge?

The answer is Yes, and No. 

Strain Gauge cartridges are "displacement" cartridges, and as a result, are more sensitive to ANTI-SKATING adjustments than magnetic designs. Why??

The explanation is that if there is improper antiskating force on a magnetic design, it will still perform well in terms of the generator inside of the cartridge. This is not true of a cartridge that does not respond to how fast the stylus moves (velocity sensitive magnetic designs) but to displacement, and how "neutral" the average lateral position of the cantilever is. If such a cartridge has its cantilever displaced off to one side due to skating forces, the channel balance will be shifted, and potentially, loud passages (transients) may also be distorted.

Frank Schroeder, one of audio's most valued designers, tone arm builders and engineers, explained years ago that many records with antiskating tracks were designed incorrectly. Many have tracks that are recorded at 80% modulation, or even higher, and ask that you adjust antiskating to get zero audible distortion, or to even out the distortion on both channels.

Since the ever changing amount of antiskating required is dependent on the loudness of a given passage, this type of recorded track for adjustment assumes that the music you will be listening to is always at a loud level. Not too much music does this, given the exceptions of heavy metal and some others. Most music is at 30-40% modulation or volume on average with occasional peaks and quiet passages.

Frank suggests a method for adjusting antiskating that requires no special record, and one that works for any stylus of stylus shape or force. He asks that if you set the stylus down at the end of the record, not IN the run-out groove but between them, and adjust the antiskating so that the arm moves very slowly inwards. This is a good average adjustment that works very well.

Other than that, the Strain Gauge is no different for set up accuracy than other cartridges. In one sense it is actually easier, as the azimuth can be set up using a flashlight method described in the owners manual .