No you should not have to.
In the HTML resource approach via asset handler, if your PDF's are all in a single folder you could have it pull them all in. Issue is you may include some files that are not used by the articles.
In the article .folio approach your custom ContentSync handler would look at the fileReference and only pull the referenced PDF (much like how only referenced images are pulled into the folio). This will required a customer handler however as there is no handler OOTB that export PDFs in this manor.