Absolutely... they're the only reason I'm not eloping
Especially in a long-distance relationship situation where you're not really getting the chance to know your future in-law's too well beforehand, I think it's imperative that you take the time to make sure they feel included and a part of the family you're planning with your future spouse.
Since one or the other has to relocate, things would be far more comfortable if the 'host' family were in a supportive or even welcoming frame of mind... and the family that's 'losing' a son or daughter knows they'd be welcome for visits and included as far as possible in the couple's new life together.