I think
@ajw22 had a hand in that article. He'll be able to give you a better answer than I can.
@Jimrahbe knows a lot about plumbing, too.
If you take the bypass out of the equation, a check valve is not needed between a heater and an SWG. So it's not clear to me why the bypass would change that.
And if there is water in the heater, and the three-way valve is in bypass mode, water won't backflow through the heater, there's no where for it to go. But perhaps the check valve would keep a small amount of water moving the wrong way as the valve is turned? Still seems optional to me... Do you winterize your pool? That might have a bearing.
If you want to be able to disconnect the heater (like for repair) while leaving the rest of the system active, then yes, you would need a check valve, or other isolation valve.
It's academic. There's certainly nothing
wrong with having the check valve after the heater (except for the small amount of restriction it adds).
Let's see what the guys say...
(You should add your location to your profile, as where your pool is can affect the advice you get. )