No

You don’t need to unsubscribe as the observable itself completes.You can verify the same by adding a finalize block to see whether observable completes itself or not.

import { finalize } from "rxjs/operators";

dialogRef
  .afterClosed()
  .pipe(finalize(() => console.log("completed")))
  .subscribe(data => {
    console.log(data);
  });

And when you will close the dialog, you will see completed in console, this depicts that you do not need to unsubscribe the observable.