If you want to DAOS the archive NSF's (which will probably end up being bigger then the original mail file) then yes.
You don't HAVE to DAOS the archives though just because the mail file is DAOS'd.
I've seen the below scenarios and all have worked fine:
Mailfile DAOS + Archives Not DAOS
Mailfile DAOS + Archives DAOS
Mailfile Not DAOS + Archives DAOS
I don't believe there is a "Recommended" way, it'll just depend on your environment and storage.