Not at all. I think the only time baths are necessary is when your leo has some stuck shed on their toes or when your male has a prolapse and you do the sugar water bath. Other than that, I really haven't heard of people doing it. I could be wrong though.
Joey, leopard geckos as mentioned already do not need baths. Only times they would need anything close to a bath is what has already been mentioned.:main_thumbsup: