No, they don't need to be. Steeking only needs to be done on a kilt that has had the internal material scalloped out (cut away). It's done to reinforce the structural integrity of the garment, since the deepest part of the pleat has no material 'above it' (been cut out) and would otherwise droop over time.

Since our 5 yarders do not have the material cut out (since it's not too bulky in the waistband, it doesn't need to be cut out), we don't need to steek them. The entire depth of the pleat is supported by being sewn together in the waistband area.

It's easier to physically show someone on a kilt than explain in typing. I hope this made sense.