No, and that's the weird part. I learned to hang wallpaper when I was
12, but all we ever used was the wet-and-hang cheap paper stuff. When I
first did the bathroom in my own house as an adult, I didn't know any
better, so I used the same cheap stuff, no wall prep, etc. However, it
held up so well, I used the same technique and cheap paper for the
redecorate, and it's been fine, too. When I last did the kitchen, I
chose paper I liked, and didn't bother look at high humidity, vinyl,
etc, just wet-and-stick. In the kitchen, however, I at least prepped
the walls. It's been fine too, and it's been about 7 years. In the
livingroom, I used a "good quality" heavy paper, and even though it was
pre-pasted, I put it up with paste instead of water, over well--prepped
walls, the way professionals do. That's the ONLY place I've ever had a
problem, and only with the border in one corner.

My experience has been that cheap, wet-and-hang is totally the way to
go. Maybe I've just been lucky?