Yes, in my case, it does. Perhaps it's just that the dish washer is old or slightly malfunctioning, but nothing gives me baked on crap on dishes faster than not rinsing the "sauces" off the dishes.
My wife was in agreement with you, until I let her run a few loads without cleaning them off - it was disgusting. So, yeah. 5-10 seconds per dish to rinse them off is often time and water well spent for a hygienic kitchen.
Specifically, it's proteins that set and harden with heat. Oils come off trivially in the dishwasher (unless they became polymerized through heat, a common process on pots and pans).
The other variable is the time the dishes sit dirty before the dishwasher gets turned on.