Simple answer: yes
The higher the frequencies, the more loss over distance. You might not notice much loss in 100' of coax @ 46 MHz or even 154 MHz, but at 851 MHz it will start to become a factor, especially if the coax is thin or low quality with lousy/lossy connectors like UHF (aka PL259).
If you intend on monitoring the upper bands like 700/800 MHz, you'll want to keep the coax run as short as possible, and anything over 50' you want to step up to good quality, low loss coax like LMR400 or equivalent. Use a coax loss chart or calculator to figure out how much signal you're going to sacrifice based on the type and length of coax at the highest band you'll be listening to. Oh yeah, and always try to use quality connectors that are properly soldered or crimped. Try to stay away from UHF (PL259) and go with N if possible for your main run of coax between antenna and termination point near the scanner/radio, then perhaps a short jumper of more flexible coax N to BNC or whatever the receiver requires.