We say that someone didn’t need to do something when It was not necessary for someone to do something and the person knew this at the time.Whether they did it or not depends on the context.
Example: We had enough time, so we didn't need to hurry. ( We didn't hurry because there was no need)
We say that someone needn’t have done something when someone did something , although they now know it wasn’t necessary.
Example: We had enough time; we needn't have hurried. (We hurried but it wasn't necessary)
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