Yes. The face shield or helmet protects the wearer from the welding glare, but does not protect the wearer from sparks produced by the welding. Additional eye protection is required.
ANSI/ASC Z49.1-88 states at 4.2.1, in part, that “Helmets or hand shields with filter lenses ... shall be used by operators … safety spectacles with side shields, goggles or other suitable eye protection shall also be worn.”