Yes, you have to go to MGM. We just returned last week and used the bus to get to a ballgame. Getting TO the park was ok, but getting from WWS to MGM after the game was somewhat of a nightmare. I'd advise taking a taxi back to your resort, espccially if there's another event other than a Braves game at WWS. The game let out at the same time the cheerleading competition finished. Hoards of us headed for the bus. We waited over an hour to get a bus to MGM. We could have taken a taxi if we'd grabbed one right after leaving the ballpark, but we waited for the bus for awhile and by then all the taxis were gone. Plus, there was a traffic jam.
I usually think WDW tranportation is quite good, but not this time. I thought they should have anticipated a crowd (with both the game and cheerleading) and had several buses, not just one every 20 minutes or so.