In short: No.
Coaching sessions are your time, and you should attend them in whatever way makes you feel comfortable and receptive to coaching.
An important note, however, is that all sessions must be held through the platform. While you are not required to attend with your camera on, you must use the provided link to access your session.
You can also access the provided link with your phone to call into your session if you are not able to be at a computer during your scheduled time.