We use a TA and we didn't call Couples to confirm the reservation. The only thing that is needed is for Romance Rewards members to do precheckin. Unless you have some reason to be suspicious about the company you have used or feel uneasy about your reservation I don't see a need to call and confirm.
No need to call Couples directly. The online company will take care of that for you.
Couples might not have your confirmation because while your space is reserved, the online company does not gives the name until after you pay about 30 day before you arrive
For peace of mind, yes. I was in the same situation 2 months ago and called to confirm my reservation. After about 5 minutes on the phone, they found it. Apparently Couples had a wrong spelling of my last name.
I was worried because I knew the resort was booked full on our dates. After calling, no more worries. When you call Couples, give them your incoming flight info. for shuttle preparation.