No its not. His gimmick is to thrive and win. If his gimmick was to stay undefated, he'd be a heel and would be cheating to get wins.
Balls...who knows.
Where do you get the part where he has to be a heel to be undefeated?
*shrugs* Punk's never talked or bragged about being undefeated, just Joey Styles and Taz. So if he was bragging about it or kept it at people's attention, then he would be more of a heel don't ya think?