You don't have to.
new Sonata\UserBundle\SonataUserBundle('FOSUserBundle')
Here your are telling the SonataUserBundle to use the FOSUserBundle as well.
Then in your User entity you set:
use Sonata\UserBundle\Entity\BaseUser as BaseUser;
use Doctrine\ORM\Mapping as ORM;
/**
* @ORM\Entity
* @ORM\Table(name="User")
*/
class User extends BaseUser
Because you have said to the SonataUserBundle "use the fosuserbundle" and you extend from the sonata user bundle user entity he's gonna "merge" those 2 models into 1 and add your custom fields from in your user entity as well.