Yes. MSI-X needs interrupt remapping enabled to fully work.
From a Intel PDF:Intel® Virtualization Technology for Directed I/OArchitecture SpecificationOctober 2014
5.1 Interrupt Remapping
The interrupt-remapping architecture enables system software to control and censor external interrupt requests generated by all sources including those from interrupt controllers (I/OxAPICs), MSI/MSI-X capable devices including endpoints, root-ports and Root-Complex integrated end-points.