Yes. That's why 'Making Points Back' is the dumbest phrase to hit the internet for quite some time, and it's why small, high-cost units are really, really bad. It's also one of the few downsides of MSU-Mechanised.
However, the prevailing opinion of a lot of high-tier players tends to be that you should aim to table your opponent every single game, therefore, making every single game you play 'Annihilation'. I'll probably make a post with this point in it in the near future.
Finally got my hands on Siege of Vraks III; Hector Rex is a beast.