No.
For some matches, like "special bonus matches!" that are added come the actual PPV, there would be nothing to show and for other smaller matches, that at times can be added a week before the event with one confrontation isn't worth the time. Althought I think they did one for the Christian/Jericho ladder match at Unforgiven after about one segment on Raw the previous week.
However, build up videos should be shown before the big matches on the card. One with actual build up that people care about. I really love the build up video they have and think they're a good reminder of the feuds leading up to the matches.