Just depends -- yes, I'll add 1/4 CTO to movie lamps to match the warmth of practicals, but I've also left them white and let the background practicals look warmer. Just a slightly different look.
Also depends on whether your movie light is matching the color of an onscreen practical, or if it is simulating an off-screen practical. For example if someone is leaning near a desk lamp or table light but you want to augment that effect, your additional light should match in color. But if you have a key light on someone from an unseen overhead light or table lamp and the practical you do see is in the background, then it can look warmer in comparison -- which happens in real life as well. Not all practicals have the same warmth anyway due to the types of shades or whether the bulb is dimmed, etc.