Generally, yes. You should request anodized color range samples.
It is important to remember that anodized color is not defined by simply “light” and “dark.” Like the controls on a conventional TV set, the hue and chromaticity will have an impact on appearance as well as light-to-dark in the anodizing process.
Color is at least a three-dimensional thing, and cannot be adequately represented on a one-dimensional light-to-dark axis. It may be impossible for the color of a flat sheet to perfectly match an extrusion anodized at the same time because the color of the metal may be fundamentally different.
Anodized color range samples are good for adjusting expectations and for representing the amount of color variation that one can expect in an anodizing process.
However, if representing the exact anodized color is important, then one must make samples from the exact lot of aluminum you expect to use. Much like buying fabric or carpet, when striving for uniformity in anodizing, you want all the material to come from a single lot.
Please see the letter SAF sends with Range anodized color samples here: https://www.saf.com/how-to-specify/range/