I would say no. Some will say yes. My reasoning is, this give the grist time to bring the ph down so you can get the most from your grains. This matters more for lighter colored beer's. I have read that this also helps the Head retention and reduce Chill Haze. I
Some will say yes because todays grains are well modified and there is no reason, and that it can hurt head retention. I can say that I have not had any ill effects that have been reported by doing a protein rest. I have been quite happy with my beer and I will continue to add the extra 10-15 min it takes to add that step.
Cheers
Preston