Some do, some don't.
My s10 had a ball joint with a shank that goes through a round receiver in the knuckle, and a larger shank that pounds into the lower control arm. Assuming the pivot point is precisely aligned with stock spec, one should not need an alignment later.
However, there are joints that rivet/bolt into the LCA, and a small misalignment here can really throw off your front end.
Furthermore, some setups like the Ford Panther use shims on the stock ball joints but get cammed adjusters on aftermarket ones, meaning by default you need an alignment.