Yes. The RSSI line is used as the input to the data slicer, which takes the noisy, low amplitude RSSI signal and creates the sharp digital data output. Loading the RSSI line too much can reduce the signal amplitude so that the data slicer cannot distinguish the signal from the system noise, resulting in garbled data output. Significant loading can kill the signal entirely.
The RSSI output cannot source much current. This is a design decision to keep total current consumption low. The result is that it cannot support much of a load before the output is affected. The output is designed to be connected to high impedance circuits, like digital gates or Analog to Digital Converters (ADC). Anything with lower impedance than these kinds of circuits can have an impact on the DATA output.