If your claim includes "lost wages," the insurance company has the right to know exactly how much "lost wages." If you were compensated, they have the right to know.
Full disclosure is necessary to generate a fair settlement of your injury claim. Insurance policies work two ways, with the insured agreeing to pay the premiums and to cooperate with the insurance company in the event of a claim. That includes disclosing how much you were paid for the time you were unable to work due to injury.
I would think you would have to. They will have a better idea of how much money you lost if you tell them. You might have to tell them, it all depends on what they want to know.