Not necessarily, mate. Signing is just a way of proving that a message came from you without giving away your private key. It's like your digital signature.

You can sign a message offline and send it later, or not at all if you don't want to. The important part is that anyone who sees the signed message can verify it came from you if they have your public key.

So to answer your question - nope! You can sign without sending anything right away.