No, they needn't. See
See: David Holmes. Neron models of jacobians over base schemes of dimension greater than 1. ToDavid Holmes: Neron models of jacobians over base schemes of dimension greater than 1., to appear in Journal fur die reine und angewandte Mathematik. and A criterion for existence of Néron models of jacobians. Giulio Orecchia. arXiv: 1806.05552Journal fur die reine und angewandte Mathematik.
and
Giulio Orecchia: A criterion for existence of Néron models of jacobians .