No. An amendment is not necessary. Code G in box 7 of form 1099-R is for a direct rollover which is not taxable.
The IRS has a copy of your form 1099-R but will know from code G in box 7 that it is not taxable. You do not need to amend your tax return. Just keep that form 1099-R in your tax records for at least 3 years.
