Ideally, yes, but it is not necessary for good enjoyment.
Easiest way to think about it is that the low frequency soundwaves are so long and powerful, that as they bounce around inside of a closed space (your room) they create a sensation of pressure. Perhaps another way to describe it is if you think of the room as part of the cabinet and you are inside it...
Higher frequencies do not do this... for example, a Piccolo will not pressurize a room... it may make you want to leave the room, however, even if played particularly well.
Regardless, the logical extension of this is that you want to feel those lower frequencies, and in fact below the threshold of our hearing, you will
only feel those waves. If you have a closed room that is less than 2000cu.ft in volume, this becomes relatively easy to do, however at 5000 or 8000cu.ft. you will need larger and more powerful Drivers/Subwoofers, and perhaps more of them.
(This is a simplification, and frankly, yes a piccolo could pressurize a room... (and I still wouldn't want to be in that room!). It is also possible to get creative in your placement of subwoofers to create a sense of pressurization in a smaller area of a much larger room.)