No, it doesn't. From time to time, the neverending discussion between plug or unplug arises. Even reputable PSU makers got in the fray, like the CTO of PC Power & Cooling, stating:
Our position is let it run. That's for voltage and temperature stabilization. Anytime you can keep the computer components at a stable temperature, it's better than expansion and contraction. That's what wears them out.
Of course, letting things work means that they'll work better each passing year, and their lifetime will improve to ad infinitum. That's why Google never buys new components for their servers. </sarcasm>
Seriously, I plugged and unplugged my old computer for more than 7 years, and still works like a charm, and it was not using a fancy PSU, more the opposite. It's your own choice, the quality of modern components is high enough for them to be replaced before they actually fail.
EDIT: Some rephrasing