It does if the intention is reproduction as part of an ex-situ conservation strategy, and in the natural habitat there are environmental conditions (temperature extremes etc.) that mean choice of shelter is vital for survival. If the ability to select the appropriate shelter has been lost over a few generations of captive reproduction, this could have serious consequences.
Another example might be the Cichlids with molariform pharyngeal teeth that lose these over very few generations when fed on something other than the molluscs which are their natural diet. To begin with the potential for the specialised dentition is still within the genotype, so it doesn't really matter what the phenotype indicates, but at what point would this be lost? Once this occurs the fish would no longer be able to occupy the niche they evolved into.
Last Autumn I had Uwe Roemer to stay for a few days, and he told me of the studies he carried out on Apistogramma. These included comparing female selection for wild males against some which had been bred in captivity, and in every case the wild male was the preferred mate choice. This implies that the captive-bred fish had lost some characteristic that directly affected their genetic fitness, in spite of this not being visible to our eyes.
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