Nope. I switch drives frequently (all my future builds will have hot-swap drive bays) and I've never needed the secondary drives for boot.
If the other drive(s) is/are connected to a port (or ports) that can be disabled without losing access to the drive you want to install Windows onto, then yes. However, this isn't possible with many motherboards, so it's easier to recommend that people just disconnect the other SATA cable(s) from either the motherboard or the drive(s).
Interesting. I remember the UEFI on the latest motherboard I used had the option to individually disable SATA ports. Didn't realize that was the exception rather than the norm.
I actually did that for the build with 4 drives (quad-boot XP, Win 7, OS X, Kubuntu on one HDD so had to partition it beforehand). The rest, though (mostly the ones with SSD+HDD), I just installed Windows normally.