A (I Hope) complete explanation: short answer is yes.
When a persistent room is created on your server, and you logout or exit the room, you have to re-join each time.
A logout or connection lose is obvious, but when you exit (leave) the room, you also won't receive messages directly from it (even though your still connected to the server), the server knows your id is affiliated with that MUC (as a member for example), but you're not inside it, for further info refer to the XEP about MUC, and also read about how your specific server implements it on your server docs (probably saves messages under a room-to-offline users, or something similar).
That is basically what happens in WhatsApp when you go in and out of group chats, but they also have their own custom way (the layer they built on top of the basic xmpp server) to let you know about unread messages, that includes both a service (you can see it in your phone in the general settings->apps) and push notifications.