The short answer is no. Even an extremely intense, CSS heavy page might have say 16 kilobytes of CSS. After gzipping, that should turn into about 3 kilobytes. 3 kilobytes, inline with the rest of your content, is utterly negligible and caching that would probably classify as a micro-optimization, even though every instinct is telling you to put it in a nice, cacheable stylesheet.

It feels dirty not to cache it, but if you look at a download waterfall and see how much time it takes to send that separate http request (while blocking the display of the page) it is well worth it.