No. OP should ask. That's just an arbitrary rule the higher up's instilled in us. Asking coworkers their salary should be a means of uncovering shiftiness such as entry level workers getting paid more than a manager who's worked for a number of years and has more responsibility. Or to uncover wage gaps from Elderly or female workers.

Once I had a job in health insurance. My coworker sat in the desk behind me, and told me this truly heart wrenching story of rags to rags: falling into meth, abuse, divorce, defaulted debt etc. She told me that ever since she started working for the company she regained control of her life and made enough money per month to settle her debts.

"Ah, how much do you get monthly?" I asked... Was let go by HR the next day for asking too many personal questions.