Yes (if no direct means of ground bonding - like overhead feeds or PVC raceways).
The Secondary side of the SDS' Transformer needs to have some solid means of connecting the Disconnecting means (or first panel) to the Grounded Conductor and the Terminal of the Transformer which is Ground Bonded.
This is normally done by bringing the Grounded Conductor to the first panel / disconnect, and if not needed for load side circuits, simply terminates to the enclosure.
Exceptions here will be if the Secondary feeders are run in a metallic raceway / conduit, which creates a complete Ground path between the Transformer's Enclosure and the first panel / disconnect (Conduit is EGC).
Also, if any EGC is installed with the feeders, which is bonded to the GES and Transformer enclosure - plus bonded to the enclosure of the first panel / disconnect.
If the above scenario(s) are done, the system is correctly bonded and does not require the Grounded Conductor to be run to the first panel / disconnect.
Wait for some input / comments from the more "Code Fluent" Members before figuring this to be "Okee - Dokee - Pokee"
Members: Jump in here and let me know what I have listed, if not compliant to the good book (NEC)!