Yes, whenever internal or external leakage (i.e. leakage to atmosphere/environment) is a hazard due to pressure, it is covered by the essential safety requirements of PED.
All hazards arising from pressure shall be assessed for the intended use and the intended contained fluid(s), not only the requirement for sufficient strength but also internal/external leakage and all functional requirements related to pressure hazards (see also PED Guideline A-15).
For pressure equipment where the detailed specific use is not known by the equipment manufacturer, the above consideration shall be addressed by the assembly manufacturer as per Annex I section 2.8.