Yes you do.
If you have already played in an official competition for one federation, you cannot represent any other federation (whether friendly match or official competition)
until you receive the change of association approval.
Coincidentally, this has popped up for Australia before in the exact same scenario. Greece fielded Apostolos Giannou in a friendly in 2015 after he had represented Australia in an official competition at youth level, but without the change of association approval. Greece were sanctioned by FIFA:
Hellenic Football Federation (HFF) has been sanctioned for fielding an ineligible player in the international friendly match played between Turkey and Greece on 17 November 2015.
inside.fifa.com