The gauges are calculated so that the tension and pitch are optimum - too thin, and the tension is low, resulting in a 'twangy' sound, and usually unreliable tuning. Too thick, and the tension is high, so that the instrument itself may be permanently damaged.

So yes, you should buy the correct gauges for the notes you are tuning to. If the As are at the same pitch, the strings should be exactly the same gauge.