In the absolute sense, jes. Moisture in the wall cavity over time will be a problem. BUT, you can consider a power vent to help alleviate that. Just place the vent closer to the sink and shower than to the door. If you put it nearest the door, it will draw moisture towards the cavity which is what you don't want. See what I mean?
If you do put in a vent, and it needs to run through an UNHEATED 'space', insulate the duct work. Otherwise, you'll have a moisture problem there. And size the fan to the room its venting. (I don't know the calculation but there is one, and it's on the box once you figure out the calculation. Something like cubic feet pre minute, or something like that. If you need that, start a NEW thread with the question ...)
Anyway, also consider one that comes on and off based on humidity, with a manual over-ride. Personally, if the bathroom can handle it, I'd go with a traditional door. Just my $.02 because they're easier to install.