Not always. There's a great example of an evolutionary study on a bird species that had incredibly long tails. Like, tails that were so long that they often interfered with flight and made the bird significantly more likely to be caught by predators.

However, the females preferred males with longer tails. So, what essentially happened is that the male birds continued to grow their tails as long as they possibly could until they hit a sort of critical threshold of being maximally attractive for females, but juuuust short enough that it didn't completely hinder their ability to get away from predators and fly.

Researches assayed this by taking feathers and artificially elongating certain male bird's tails (basically bird hair extensions). They noted that these doctored birds had significantly higher mating rates than other birds, but on the flip side, they also got caught (and killed) by predators much more often.

There's tons of examples of this throughout nature, where sexual selection essentially overrides the fitness loss for 'deleterious' traits.