Do I need to dither a 16 bit session since wave lab is 32 bit float?

Nope, if indeed you don’t ‘touch’ the audio with any gain change or plugin, you’re good to go. The original 16 bits will be in WL’s 32-bit ‘container’, but remain untouched and are burnt to CD without any change from the original. You could say the ‘extra’ bits for calculation remain all zeroes throughout the program.