IEC 62366-1:2015+A1:2020

For my products I made the usability engineering file in the Year 2017. One of the product is CE certified and the other have FDA. Do I need to update the product's usability engineering file as per IEC 62366-1:2015+A1:2020?

I would strongly recommend looking at the changes in A1:2020 version and doing a gap analysis in your UE file, because for CE marking you are required ensure the device is state of the art, and this includes from a safety, performance and compliance perspective.
Your GSPRs will also need to be updated with the A1:2020 version, and you should only claim compliance once you have confirmed your process, UE file and any impact to your risk management file have been assessed.

I would only recommend doing a gap analysis under limited circumstances:

• You are getting complaints that implicate use failures of the system
• You are considering a design change to mitigate use failures, or are otherwise changing usability features of the device
• You are considering entry into a new market, and entry into the new market will require external review of the UEF
• You are considering changing the class of users (i.e. some new consumer group) in an existing market
• You plan on some formal interaction with a NRTL or regulatory agency specific to the existing devices

It isn't a bad idea to be aware of the differences/updates, but I feel like you would have to have a clear and convincing reason to do a formal gap analysis on existing products. Otherwise this sounds like a get-rich-quick scheme for 3rd party consultants.

I've made a very big assumption here that 'One of the product is CE certified' means the device was CE marked under IVDD or MDD, having gone through 4 Class III MDR submissions I can confirm notified bodies are looking for compliance to the most recent version of standards or a good justification as to why it hasn't been done.
I recommend reading MDCG 2021-5 (https://health.ec.europa.eu/system/files/2021-04/md_mdcg_2021_5_en_0.pdf) for CE marking purposes.

If you created your UE file, there's no reason to involve consultants as you know the file better than anyone.