Answer: No
Auto Bypass is ON by default. If the door is open at the time of arming it will get bypassed, even if it is shut during the exit delay. User will get a notification from ADC and the panel will announce the bypass (assuming you are still around to hear it).
If needed, you can also manually uncheck the sensor to be bypassed during the arming process and then continue arming. The sensor would then be included at the end of the exit delay.
Alternatively, you can turn Auto Bypass OFF and the system will protest arming if a door is open.