It's very advisable. Having a completed directorial concept that's clear and concise to you and what you want to achieve through the designs helps A LOT when getting to scetching, even if it's an over 300 word breakdown of all the things you want to see in it.
I haven't written one yet, mind you, but I did mind maps of all of the play and the characters and just scribbled down everything I wanted to see out of it down before scetching. Mind you, I haven't done the scetches yet.