Unfortunately, yes. ... and this is one of the biggest misconceptions about an "Open Source" handset that people don't understand.
The only part about the phone that's actually "Open Source" is the core Android software- things like the Launcher screen, or the notification pulldown, etc. But at the same time, there's literally hundreds of parts that are proprietary and/or trade-secret to the various companies that make up the SW that goes into a typical handset- from things like Google's closed-source "Android Market", to Sprint's closed-source Navigation, to Samsung's proprietary kernel-drivers for things like the audio (and in the case of a typical example for another Android phone, Qualcomm's kernel drivers and spec sheets for the MSM7201 CPU, and HTC's proprietary bootloader(s) on the G1/ADP/Nexus1/Hero/...).
These companies, for whatever reasons, have decided to keep these parts closed to protect their intellectual property. But these parts are necessary to make a phone that's worth having (case in point- the "radio" for each phone is heavily chipset-dependent, and ain't no way the manufacturer's going to give that huge bulk of software away). Also, there's a lot of work that goes into making these parts work with the core Android software, too- and that's an investment they might feel they'd want to keep to themselves.
This is why when you get folks like that one guy who said "Just download the SDK" we know he's full of isht, or why it takes talented people like Zefie and those guys at XDA so long to eke out custom roms (that in many cases are lacking in certain functionality).
(Even when you're an insider they don't give you everything you need- I'm a contract software developer working with a couple of large handset and chipset manufacturers and I've spent plenty of hours just trying to get from them what I need to do the job those same companies are paying me to do!)