Not necessarily. If your theme doesn't involve grappling with tough moral questions (i.e., a Bond-style spy thriller), then it may not be important in that style of game.
Where do you get exploration from? Simulationism is about simulating reality, either the real-world or a fictional one. Where it gets all wonky is you can simulate a very gamist theme (Amber comes to mind) or even a narrative theme (I was shocked when someone told me Feng Shui was a simulationist game, given how much it relies on narrative themes, but have grudgingly come to see that it is very simulationist).
One of the minor applications of GNS theory is it can sometimes be used as a tool to examine the structure and design of a game, and how it functionally works or doesn't work for some people. It's primary function is to create incredibly massive discussion threads that ooze with torrents of pretentious criticism and faux intellectualist pedantry, allowing would-be demagogues to bludgeon as many people as possible with their personal view of what the "perfect" game should be and do and why absolutely everyone should agree that this would immediately make the world a shiny happy place.
Urk... well, I see where he gets the narrativist angle from, with the Spiritual Attributes or whatever they're called... essentially an attempt by the game system to "bribe" the player into getting dragged around by narrative hooks. But the brutal/unforgiving combat is a heavy nod towards Simulationist, an attempt at more "realistic" melee combat... which can really screw up your narrative elements if they're unwilling to risk combat or get one-shotted by a meaningless mook.
One thing I did pick up from GNS theory is something John Wick pointed out once (I think in his Warhammer spoof game, with the d1000): the concept of "Pick Two". His example was actually creating costumes for L5R games, where a friend of his said, "You can have Cheap, Pretty, or Fast. Pick two".
GNS is similar, in that most games do two elements very well, and one very poorly.
* D&D tends to be Gamist (notice the loud cries of protest when something isn't "balanced") and Simulationist (if not obsessed with real-world physics, then at least internally consistent magic-world physics), but not Narrativist (hey, you saw that orphanage attack me!).
* WoD tends to be Gamist (balanced via point build) and Narrativist (sometimes to the point of pretentiousness), but not Simulationist (you can hide an M-16 under a black lace camisole? really?).
* Feng Shui does Simulationist (action movies) and Narrativist (he killed your partner? ok, +1 bonus), but is unbalanced from a Gamist point of view (wait, you did 57 damage with a butterknife?).
Actually, I notice the "Pick Two" phenomenon in other areas where design is important (Software = Security/Usability/Stability, Video Games = Gameplay/Graphics/I forget the third thing). But that's an entirely different discussion.