Yes. The header pins do not make reliable contact with the solder holes unless they are soldered.
That does not assure reliable electrical contact. For that you need solder.
You might be lucky enough to get contact on a few pins. But reliable operation requires solid electrical contact on ALL power, ground and signal pins. This can only be achieved by good soldering.
Bad or marginal connections often appear good when you test them this way. The pressure of the probe tends to compress the joint together and make it more conductive. But as soon as you remove the probe, it will go back to being a bad or marginal connection.
If we determine that a product has been properly connected and programmed and still does not work, we will be happy to replace it within our 30 day warranty period. For many products, proper connections require soldering.
If we see that the device has not been properly connected or has soldering problems, we will request that you correct those problems and re-test the device.
The overwhelming majority of problems we see go away once the device is properly connected.