No. I never connected my kindle to wifi. It works exactly the way it worked on day 1.
Asking because in my case, something like 95% of the ebooks I read are bought in the Kindle Store, and then downloaded OTA to the reader.
I either buy the books directly or use Libgen and then, yes, Calibre them over to the Kindle.
Every Firestick I've ever owned has become glacially slow over time and I decided that any Amazon device I purchased would not connect to the internet where possible.