Not necessarily -- IIRC there's a memory leak problem with some system API calls which we don't notice under "normal" KM use but can be an issue in some otherwise "perfect" macros. I think someone had a problem with either "Insert text by typing" or "Type a keystroke" but it only became an issue after tens of thousands of repetitions, like when botting a game for a few hours.
But I agree -- better to fix the actual problem if possible!
@mikespax -- assuming it is the KM Engine that you are referring to, check your macro carefully and make sure it isn't doing something unexpected like continually appending to a variable, spawning extra instances that are taking up space, leaving shells open, or similar. But if you have to go with the "restart the Engine" method then take a look at this post (and the rest of the thread, for context).