I'd say yes. Biggest reason is you can end up having to torque things too much to keep them in place. Lots of anecdotal reports of CF seatposts slipping using grease between post and frame, leading to more torque of the seatpost bolt, leading to increase risk of crushing.

Also some manufacturers say not to use grease on their CF parts given a concern that it will eventually makes it way through the clear coat.

Not sure either are big concerns, but given there's an upside to CF paste, and no downside. (it may cost a bit, but a little goes a long way) i'd stick with CF paste.