No, and it doesn't even have to be provided for free as long as the price is reasonable with regard to the delivery costs. The GPL was made when mailing disks was a common way of delivering software and it is still a valid way to do it.

But the most important part is that once you have that source code, no one can stop you from redistributing it in a cheaper and more convenient way. It means that in theory, only a single person has to request the files, that person can then publish them in a public repository.