oh definately,
i think if you field less than 4 players (??check this), its an automatic 'walk-off'/forfeit and as a result of this, the training minutes get stuffed up for both yourself AND the other guy.
so its very much a courtesy thing if this is the case, but really, its common courtesy to set a lineup for a scrimmage. Otherwise the game becomes very annoying.
so yer. best to always set at least 5 guys :)