Yes. I've only got experience on the state level, so it might be a little different. But when you want to prosecute a guy in state court and he's got some sort of federal hold or is in federal custody, you have to do a writ. That's even true if he's being held in a local jail, which happens literally all the time. Example: you could have Defendant A in Big City Jail being prosecuted by Big City prosecutors. Even if Big City Jail is 10 feet away from the courthouse, you cannot bring him to court without this sort of writ.
It looks like this is just the federal version of that. Is the jail Manafort got moved to a state or city jail? If so, that totally makes sense that the federal marshals would have to have a writ to move him from the state facility. This writ is a true nothingburger.