No, not really. It usually enhances the effects- slower evaporation and the pheromones are scattered farther away. It’s not absolutely necessary though. With unscented pheromones, however, it’s a very good idea because otherwise you get more self-effects (if you experience them at all) and the cloud as such may not be as big as with a scented pheromone.
I wrote a thread in the “Parfum” section about some of my thoughts on fragrances and pheromones some of my thoughts on fragrances