No, you do not need to extend the neutral to all locations in a multiway setup
NEC 404.2(C) governs the provisioning of neutral at switch boxes (irrelevant parts snipped, emphasis mine):
(C) Switches Controlling Lighting Loads. The grounded
circuit conductor for the controlled lighting circuit shall be
installed at the location where switches control lighting loads
that are supplied by a grounded general-purpose branch circuit
serving bathrooms, hallways, stairways, or rooms suitable for
human habitation or occupancy as defined in the applicable
building code. Where multiple switch locations control the
same lighting load such that the entire floor area of the room
or space is visible from the single or combined switch locations,
the grounded circuit conductor shall only be required at one
The emphasized sentence applies to basically all multi-way setups you will run into in a house: it would be very strange indeed if you could not see what you are doing with the light from at least one controlling switch location.
Furthermore, the way multiway smart switches work only requires more conductors than fit in a /3 cable at the location of the "master" switch; a /3 is sufficient to connect the remotes to the master in all systems I have seen.