No. When turnouts or crossings are precisely constructed wheel drop in the frogs isn't a problem. As wheel flanges vary in size from one manufacturer to another it is difficult to fill in the base of the frog for the flanges to ride on. There will either be clearance under the wheel flange, or the wheel will "bump" when going through the frog, so it is best to leave it empty.
To learn more about why Fast Tracks built turnouts do not have a wheel drop problem check out the video "How the Frog Point Works"