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Not necessarily, but if you are to live in different cities you need to be very prepared to document why this is so, whether you eventually do plan to live together in the same place (that one half of the couple’s residence in another city is temporary), and the steps you take to maintain your relationship.
This can include proof of frequent (monthly or more frequent) trips to visit each other, phone and e-mail records of daily conversations, or other strong proof of an ongoing relationship. Frequently couples will text or speak via video chat (Skype, FaceTime, etc.) – completely legitimate, but bear in mind that it may be difficult to prove ongoing contact when relying on such systems where there is often no way to print any kind of log.
Evidence can also include proof of the reason why one member of the couple needs to live in a different city on a temporary basis: perhaps a limited-term fellowship, medical residency, or intermediate-term work assignment documented by invitation, match or offer letters stating the expected duration of the program or assignment.