In official photos, the KD-88 training missile (the version that retains the warhead and guidance system) and the data link pod can be seen appearing together, which means that in fact the J-16 does need to carry a data link pod to conduct man-in-the-loop operations when using the KD-88 missile.
J-16 fighter jets engage in flight training - Bilingual - 中国军网（英文版）