Hi!
No, you don't have to have the same lenght on the servo arm as on the control arm!
The way it works in practice (and in theory) when you have the servo arm shorter than the control arm is that one line is pulling and the other goes slack a little...but this is not noticeable...it works just fine.
The ideal set up of course is to have both arms the same length, but this is not necessary and most of the time not desirable due to the fact that you want leverage in the system.
I speak of larger glow or gas model here...in small (1m or less) electric models I would go for a carbon rod set up.

Regards!
Jan K