No, it's not when using the internal osc.

It's when using the internal osc, but the external osc driver as an interrupt... I'm using it with a 32khz crystal for RTC functions, but running the PIC off of the internal 8mhz osc.

If you aren't using the mclr as an input (you are leaving it open for mclr use) then you have nothing to worry about. It is only if you are using the mclr as something out of the ordinary. It has to do with the mclr pin allowing it to reset the pic to allow reprogramming.