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No. rosbag may skip messages during playback to maintain the desired playback speed. If rosbag starts playing messages immediately, the first message or two may be missed by the subscriber, before the topic is set up.

You can use the -d option to have rosbag delay between advertising a topic and starting playback, to give subscribers time to connect.

You can slow down the publish rate with the -r option, and this can help prevent dropped message; this works particularly well when used with the --clock option and the use_sim_time parameter.

Have a look at the rosbag command line page for more interesting options that you can use with rosbag.