Sometimes you do, yes. Often times, though, the issue is that the statistics for the table are wrong, or the vacuum (for Postgres) hasn’t been able to finish. Both of these are administrative problems which can be dealt with by reading docs and applying the knowledge.

I think of RDBMS like C: they’re massively capable and performant, but only if you know what you’re doing. They’re also very eager to catch everything on fire if you don’t.