Yes - if you change to a 15mm or 20mm though axle, you will need a new hub to suit. Keep in mind that bike carries that you remove the front wheel and use the QR will be not be useable as well.
Apparently the benefits of the though axle out-weigh the disadvantages of incompatible parts etc. However I would think hard before "upgrading" away from QR and only do it if the benefits are quantifiable. e.g. if "Mines bigger than yours" or "Mines 1/2 gram lighter than yours", "It looks cool and people think I must be a good rider cause I have a 20mm thru axle" (looks can be deceptive) seems to be the main advantages for many people. Most people cite "Improved Stiffness", as they compare their old 10yo QR shock with their new 20mm Thru axle and point to the Axle as the only thing that changed. Reliability is often another stated reason - read Sheldon's pages on properly fitted QR's.
Don't get me wrong - if I was buying new, I would consider a Thru offering, but I would not upgrade to it - the cost of a new front hub on top of the the Sektor, you would get a much better setup putting the all the money into a better 9mm QR Shock (And reading Sheldon's pages on how to properly install a QR).