As far as I know, this is not required by NCEES. I don't know if any state boards have any other requirements, so YMMV. But NCEES does have a restriction that you can't write in you reference material during the exam. The concern that some people have is that if you have pencil marks in your reference material and a proctor thinks they see you writing in your reference material, it becomes their word against yours and you will lose the argument. But if all your marks are in pen, then there is no way you could've made the marks during the exam since you are only permitted to have the provided pencil. If you are worried about it, you could erase the marks and re-write in pen. You could highlight all the marks with a highlighter, which would improve your argument. Or can do what most people do and just not worry about it. Just be sure not to even look like you are writing in the reference material.