Not if the light pattern suits your needs. But it could also be very wasteful (light/power/battery) and contaminate parts of the scene you don't want.
I just stick little dots of blue tack on the flash to hold the corners of the gel. If you press it onto the flash firmly, and press the gels on only as firmly as needed, the gels remove/interchange quickly and cleanly. It does eventually harden, or get dirty, and needs replaced.