I had this same question a few months ago. In the end, I concluded that, although it might not be legally required, it'd be a darned good idea to let 'em know. I had moved some months prior, and was going to submit a Form 1, but it would have had a different address. I went ahead and submitted the change of address form with the actual move date (actually approximate as I couldn't be 100% sure of the date), and signed it as of the date I mailed it, so I was reflecting a move after the fact. It was fine. I got the approval back about 2 weeks later.
Any chance you could post a link to the exact form that you used and where you sent it? Might be self explanatory but thought I would seek all the clarity possible.