it's not a must and it really depends on your situation.
if you were still young, they do not look much into travel histories.
but if you were more senior (like over 28, over 30...), and you could not show any international travel history, of course it will decrease the possibility of obtaining your study permit. and what is more, a studying history in another country, or international travels in adjacent countries does not help much. the best choice is always the developed countries like USA, UK, West-Euro, Australia etc.