You don't absolutely have to call. If you're departing from a station with a ticket window, you can print out the coupon and redeem it there.
Some agents are still confused though, and will try to tell you that your Saver fare is not eligible for upgrade because it's a discounted fare (not true!). Those agents simply don't know how to manually reprice the ticket to the original fare paid because ARROW will tell the agent to collect the fare difference.