Yes, for at least 2 reasons
1) It helps protect the relay contacts. PLC relay outputs are sometimes rather small. Their ratings, typically 0.5A, are based on the expectation of a basically resistive load. Using a suppressor keeps the contacts from degrading. Most relay vendors have Tech Notes that illustrate what happens to contacts switching inductive loads when they are NOT protected.
2) In my opinion, an even MORE important reason - Suppressors greatly reduce the amount of electrical noise broadcast into the surrounding electronics. These transients are quite capable of taking out some very expensive PLC components.
One example from personal experience - An Allen-Bradley PLC3 system ran for years on a converting line. Then it was upgraded to a PLC-5 system on the same line (ie, same valves, motor starters, drives, etc.) All of a sudden, we started having random failures in the processor and the I/O scanner. After MUCH trial and error, someone suggested putting suppressors on all the valve and starter coils... that did the trick!