Yes because Dolphin is not distributing the rom/code for the Wii Shop channel. Users who decide to emulate it need that + various other things to make it work:

Yes because Dolphin is not distributing the rom/code for the Wii Shop channel. Users who decide to emulate it need that + various other things to make it work: "Wii Shop Channel has functionalities that requires proper network certificates extracted from an IOS to work." "Keys from a real Wii are required." "a proper NAND is required." https://wiki.dolphin-emu.org/index.php?title=Wii_Shop_Channel https://wiki.dolphin-emu.org/index.php?title=Wii_Shop_Channe... If Dolphin was distributing any of that they'd be getting a letter from Nintendo.