CalMag is a supplement, not a staple. If your nutrients don't have enough calcium and magnesium or if your plants have a nutrient deficiency, CalMag may be the appropriate solution (pun intended). Most bottled nutes have sufficient quantities of nutrients so supplements are not needed. Alternatively, some nutrient lines explicitly use CalMag as part of the nutrient mix.
The bottom line - follow the directions for your bottled nutes.
One member here at AFN has a great expression about CalMag. It goes something like "Get a ladder. Put it next to a cabinet in your grow area. Climb the ladder with your CalMag in hand and put the CalMag on top of Cabinet. Put the ladder away and never take the CalMag down." I don't put his handle in the body of the message 'cause I'm sure he gets enough prodding but his handle is MOG and I have found his posts to be well worth reading.
Re. adding CalMag because you're using LED's - when I started growing 18 months ago, I dutifully bought a gallon of CalMag. It's on a shelf in my garage, looking for a good home. I've never seen any evidence presented that plants need more CalMag when grown under LED's and I can't figure out why that would be the case.
One reason why growers might think there's a need is that when long time growers switched from incandescent light to LED's, their grow environment changed. The plants grew differently but it had nothing to do with the light from the LED's themselves. The cause, I suspect, was a change in the growing environment temperature because LED's don't heat the grow environment the way incandescents do. The drop in operating temperature caused a change in nutrient uptake and growers reached for CalMag. That has been dutifully handed down from one generation of grower the next and is now part of cannabis grower culture.
I have seen no evidence presented, ie tissue samples or analysis of nutrient solutions in reservoirs or via a controlled study, that indicates that plants need a change in nutrient mix when using LED's.
My belief that this is change is bolstered by the fact that nutrient companies don't differentiate between light sources. If there was an opportunity to sell a "LED Growth Supplement", someone would probably have put it in a bottle by now. Along that same line, of all of the hundreds of pages I've read that have been written by growers who mix their own nutes from raw chemicals, there is no mention of light source as being a factor. The elemental values of different bottled nutes, dry nutes, and custom made nutes have quite a wide range and are noticeably similar.
My final reason to doubt that the plant needs a different nutrient mix based light source is that a photon from an incandescent light source of a given wavelength/color is the same as a photon coming from an LED which is the same as a photon from a Bic lighter, etc. etc. It's just a light particle, vibrating at the same frequency, regardless of the source. The intensity may be different but the plant has no idea what the source is. Why would something that's unchanged, as far as the plant is concerned, require a change in the nutrient mix?
What is different is the lack of heat but, in all of the reading that I've done, I've found no evidence that plants need more CalMag because of a change in light source.