Do pickled sausages need to be refrigerated

Flaxseed oil goes rancid quickly, and refrigeration slows down this process. So, yes, you should do as the label says (usually a good idea anyway) and keep it in the fridge.

You need to let the sausages sit exposed to some air -- refrigerated, of course -- for a few hours (preferably overnight) so that the twisted segments of casing dry out and become tough again. Lay them out on a baking sheet, uncovered, and flip them at some point to make sure the whole surface is drying. If you have space, you can hang them up so that all sides are getting air at once. (Aside: this is also an important step for smoked sausage. See "sausage pellicle".)

If you don't have time for that, you can tie off each twist with a bit of butcher's twine (although this is also time-consuming and rather mind-numbing). One loop, cinched tight around each twist, will keep them from untwisting in the water. If you're really pressed for time, stuff the casings a little tighter and don't link them at all. When these full-length sausages have cooled, you can simply slice them into your desired portions.

Also, if you're losing "a lot of juices", you are either overcooking the sausage or not emulsifying it properly. There should be very little juice exuded when you cut into a link. You need to keep the ground meat quite cold during every stage up until cooking. The sausage should become quite tacky after mixing -- enough that it actually sticks to a rubber spatula (although some variation is possible for stylistic reasons). Don't boil the links, either, when it comes to that stage. Poach them in (salted) water in the 180-190˚F range, and check them with a thermometer -- they don't need to go higher than 160˚F (former "safe pork cooking temp" recommended by USDA). I shoot for 145-150˚.