No. Whereas it certainly is harmful to do without sleep, hibernation is optional. Provided there is enough food available and the air temperature is not too low (less than about 8 degrees celcius) there is no need for a hedgehog to hibernate, so it won't. This particularly applied to hedgehogs kept indoors over winter, but also to those that are well fed in the comparative warmth of urban areas. These may hibernate later.
When overwintered captives are let go in the spring, they are well fed and have a distinct advantage over wild ones whose reserves are depleted by hibernation. If kept indoors, they show no ill effects and may go on to breed perfectly normally.