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It's not only unnecessary to do so, I think it's a little insulting, as the implication is that I wouldn't understand the reference otherwise. It's condescending. It's also unnatural.
In some contexts, I might say (indeed, I have said...): "A facility for quotation covers the absence of original thought."
But I would never in real life say: "As Lord Peter Wimsey said, 'a facility for quotation covers the absence of original thought.'"
And I would certainly never say, "As Lord Peter Wimsey said in Dorothy Sayers's 'Gaudy Night (tm)':..."
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