Given that I can set the bias for each tube individually is it still important that I replace both on the side that this occurs...I still plan on doing this but just more for my own education.
Russ has given you the correct answer. And as others have said, its best to replace all of them if they have a lot of hours. FWIW you got lucky in that the tube didn't do more damage. I had a set of Shuguang Nature series in which one blew and $650 later my amp worked again. They sounded good but at a very high price. They were just getting broken in.
The Melody has a good reputation so if you like it then get some tubes. Here is some. Affordable too. Have fun