No.
It is true that pools usually have DDoS protections. Aggressive DDoS protection blocks multiple connections from a single IP address. However, NiceHash is more than just a simple proxy. It combines up to 250 miners into a single stratum connection to the pool. Usually, only a few connections are established to the pool.
In some rare cases, the pool might have a different kind of DDoS protection that blocks a massive hashrate even from a single or a few connections. You should avoid such pools as they probably aren't ready for a massive hashrate yet. Ensure your pool can handle a massive hashrate.