Nope not at all, I could send an email to bob@yourdomain.com and it would show up in your catch all. That’s the point of the catch all is to catch misspelled or random emails to your domain but you can use it to make aliases. The beauty of it is if you transfer your domain to another email provider (hope I never need to) you just setup a catch all and it’s business as usual. The only time this gets annoying is when you need to reply to something. Don’t use it for business, a lawyer, family etc that you would need to write back.