No. The box at checkout can be left empty, and the purchase goes through without one.
It has one consequence worth knowing before you pay: with no address, the order page you land on next is the only copy of your QR code. Keep the order number from it.
With an address, the QR code and the receipt arrive by email as well, so you have a second way back to the same eSIM.
Losing both is recoverable. Support can find your eSIM from the order number, or from the last four digits of the ICCID once it is installed.