Yes, you have to file the 1095-A. They received a "discount" on health insurance based on what they said their income was. They made more than they said, so now they have to pay back that government subsidized "discount". 

It won't be accepted on e-file without the 1095-A. https://support.taxslayerpro.com/hc/en-us/articles/4417446545306-Desktop-IRS-Reject-Code-F8962-070