Yes, you have to be tested for any previous infections for two reasons;
one is that if you have TB and were unaware of it, then Campath, which is known to hamper immunity, will allow it free reign. All of these kinds of suppressive drugs, many of which type are already out for Rheumatoid, have a contraindication of pre-existing infection, meaning if they find one you can't have the drug.
Also, If you had HIV, it would be bad to take a suppressive drug like Campath; the problem with HIV is that it destroys immunity, so you'd be doubly impaired if you took Campath on top of it. People with HIV who develop AIDS (which means they progressed to a point where their immunity is now non functional) die of unusual infections like PML or Kaposi's sarcoma that people with normal immunity fight off on a daily basis.
Two is that they will be keeping stats on cases of new TB, because they know the other immunosuppressive drugs increase risk of contracting it.
They have to know ahead of time you did not have these things to start with so the stats at the end are meaningful.
I did read somewhere that there were finding fewer new infections with Campath than they had expected based the experience with other kinds of immunosuppressive drugs.