For the MAX32600, do I need CL capacitors connected to the 32kHz crystal (xtal)?

No, external capacitors are not needed on the 32KIN and 32KOUT pins.  The 32KIN and 32KOUT pins have an internal capacitance of 6pF each.  Therefore, only a 32kHz crystal (XTAL) should be connected to these pins.  The characteristics of the crystal should be CL=6pF and an maximum effective series resistance (ESR) of 70kohms.