Not necessarily. As long as the shock has enough progression and rides how you want it then there’s probably no issue.
If you’re riding lots of long rocky descents and the shock is changing characteristics where it’s getting so hot then maybe a piggyback is a good option.
If you want more adjustments as you think the shock could be better then a more expensive shock is a good option.
If it’s a deluxe ultimate or something along those lines it’s not a bad shock by any means. You can get better – like a Fox X2 or Cane Creek db air / Kitsuma air etc. Depends if you want / need it though.