Yes and no. All threads have clearance in them, otherwise you couldn't thread the cups in without so much resistance it would take a massively powerful machine, and then they'd be there forever. Clearance in the threads varies, typically being closer-fitting in the higher-quality cups and frames, looser with cheap stuff. But even with, say, Campy cups in a properly-tapped Cinelli BB, there's some little "slop", whether you can perceive it or not.

So if the flange of the fixed cup hits the face on one side only, it can take out the slop in one direction, skewing the cup. It is my firm belief that with quality parts, and any paint job better than the absolute worst, this effect is too small to worry about. Cup-and-cone angular contact bearings have an inherent tolerance for races that are slightly out of alignment. This is especially important since everything is flexing during hard pedaling, so even something that was in alignment at rest experiences contant misalignment as soon as you pedal.

Jobst Brandt once said something like "it's helpful to think of everything as made of varying hardnesses of rubber", sorry for probably mangling the quote. But we do need to remember that while steel is pretty stiff, it's not infinitely stiff. Even the smallest forces cause deflection and misalignment, just too small to worry about. I'll bet (with no math or testing), that the misalignment from paint over the BB face is way less than you get constantly from hard pedaling, like standing on the pedals to muscle up a short steep hill in too high of a gear.

The misalignment from varying paint film thickness is definitely too small to worry about, unless we're talking about the world's worst paint job, big runs or drips on one side of the face only, combined with a loose-fitting cup with lots of slop. Paint runs so big you could improve it with a box-cutter knife. I might use a file on such a face, but NEVER holding it at a 45° like that mook in the picture who seems to be trying to make a chamfer. And I'd only take down the paint a bit on the thick side, not removing all the paint. Steel frames should have paint on every surface exposed to the environment. Don't give rust an "in".