Yes, you do.
plesk listens on port 8443, on any IP the server responds to (0.0.0.0:8443). This is different from the domains that are actually hosted on that server as those only listen on the assigned IP. (Though it would be nice if apache would not listen on the external IP when the domain is configured to use nginx as proxy.)
That means, plesk will respond on any domain that resolves to any of the server's IPs. Those don't even need to be in your DNS, e.g. the name your hoster assigned to the machine, like server42.rack7.rz10.provider.com. It does not even use the domain information from SNI at all, as sw-cp-server is configured to serve plesk as ip_default for any IP.