Not necessarily. Say a module manufacturer produces a line of modules all of the same form factor (size, weight, appearance, etc.) with a range of efficiencies (a typical range may be 245, 250, 255, and 260 Watts). They don't do that intentionally; if they could make them all 260's, they would, but there is unavoidable variance in the cell manufacturing process, so they sort the cells by output and assemble the top performers into 260's, the next bin down into 255's, and so forth.
They *could* sell the modules all at the same price because they all cost the same to produce, but then their customers would buy the top performers preferentially and they could get stuck with an inventory of the lesser modules. They could sell them at the same price per Watt, but their sales could still be skewed. So they price them so that all the bins sell at about the same rate as they are being produced, and as a result the lower efficiency modules may very well be the best bang for your buck if space is not an issue.
Efficiency is only a part of the story.