Not at all. Your CRS points are based on your age, language proficiency, education and work exp.
Selection of provinces in EE profile has impact only on receiving an invite - Expression Of Interest(EOI) from a particular province.
EOI means a particular province which you have selected and shown interest in your EE profile sends you an invitation to apply for their PNP.
Ontario PNP (OINP) works in this fashion. You can apply to OINP only if receive EOI from Ontario.
Similarly, BC also sends their EOI if they find your EE profile eligible according to their criteria.
Expression of interest = applicant tells the province they are interested to apply to the province's PNP
Notification of interest = province finds the applicant they'd like to consider in their PNP