Do licensed fonts used on a show need to be listed in credits for TV shows typically?

I think you can be guided by common practice. Have you ever seen a font credited on film or video? (I can't recall ever having seen one).

Typefaces don't have to be credited in film / video just as they don't need to be credited at the end of a brochure. It's simply not required.

If anything, make sure that they are paid copies and not pirated (just like the video edit software that you used).

Andrew