Hell, no!
Land where you can, when you can, any way you can! It's hard enough without landing protocols, as well. Don't worry...you can't hurt yourself or anyone else regardless of your approach direction.
You can choose to make a proper approach (from any direction) onto a runway, or grass, or you can belly in to a stop...you can even land just a fuselage, sans wings and tail-feathers, upside down...as long as you stop on concrete, you're golden. On a friendly base, that is.
I try to finish a successful mission with a proper landing, but tactics often dictate some adaptation (and some runway foam!)
Luck!