No, but it is sometimes helpful to do so, especially if there is a need to break the ice or repair an ongoing relationship.
Mediation works best when people can be honest about their own position and needs, and are prepared to show not only that they have understood the other person’s situation, but also that they trust them to negotiate in good faith. That can be harder to achieve when people refuse to meet.
However, safety is a priority, and I will only propose clients meet in the same room if it is safe and appropriate to do so.