I don't think an I-20 is an necessary thing for F2 if F2 doesn't apply for anything (OPT, entry visa, etc.) except for the first time of SEVIS data entry around 2002.
But regarding within the SEVIS system, you'd better check if it is automatically updated depending on F1's OPT or OIS did that for you already. ANyway, dependent's I-20 forms are not required for H4 applicant without F1 experience.
