The purpose of the 100 nF capacitors placed physically close to the microcontroller, is to decouple the varying load any microcontroller represents, from the power supply rails. Thus, those capacitors do need to exist, as close as possible to the supply pins of the device.
Similarly, typical voltage regulators sense their output and use a feedback loop to regulate it, so they need stabilization of the output rails via a capacitor placed physically close to the regulator, to protect against both EMI picked up by the rails and load ripple. So the regulator output side capacitors are needed as well.
If the physical layout of the board is such that the regulator's output pins are physically close to the load device, one of the capacitors could be dispensed with. Do note, though, that this is not a good idea, as the heat generated by a linear regulator is likely to disrupt or possibly damage the microcontroller and support circuitry, or at the very least, introduce frequency variation in clock crystals or internal RC oscillators.
To address the specific case of a microcontroller with two sets of supply pins: Often these pins may be ganged together using a Vcc plane / short fat trace and a ground pour / short fat trace - in which case the need for the additional decoupling capacitor for the second supply rail pair may be non-critical - but still a nice-to-have.
If however the supply rails between the pairs of supply / ground pins have any significant trace length between them, adding the second decoupling capacitor is strongly recommended, for the same reasons mentioned above: Traces pick up EMI, which needs to be shorted to ground.