No
All my pipes work about the same. The difference is the quality of the briar stock used, which relates more to look than performance, in my collection at least.
Some smokers report that certain shapes are better suited for certain blends, but that doesn't speak to price.
Some pipes are more expensive because they come from older, more reputable brand, or renowned craftsmen. Presumably this ensures higher quality and craftsmanship. Peterson is a very old, very reputable brand, for example, but I see complaints of miss drilled draft holes, so reputation does not guarantee quality.
Many people swear by their corncob pipes, and those are the cheapest you can buy.
I own 6 various shaped corncobs, 2 Brigham, 3 Savinelli, 2 Molina, 1 Kaywoodie, 3 basket pipes, and one Saseini estate pipe. Some feel better on the hand, some are easier to clench, some have flashy grain. All smoke about the same for me.