No. But if you prefer or need to use a good cooking oil, always use olive oil, its healthier. Using no oil to cook meat will allow it to brown faster under a high heat. Many restaurants cook this way.
My popcorn making machine (which blows hot air past the corn in a vertical tube until it pops and is carried up and out by the air) uses no oil whatsoever, so the oil isn't an 'ingredient' as such....