Short answer: no
Long answer: if you find it difficult to get enough protein into your diet through whole foods, protein supplements can be a handy way to make up the deficit, or you may feel that they are simply more convenient for you, in which case they are a valuable addition to your diet and if you buy from the right sources it shouldn't be problematic financially. However, it is very possible in most situations to get a good diet including an appropriate amount of protein for your aims without using any supplements at all.
Personally I've never used protein supplements as I feel I get the nutrition I need by eating a good diet of whole foods, but plenty of people eat good diets which involve protein shakes and if I found I was having trouble with protein in my ordinary diet I'd consider protein shakes to rectify that.