Well...... no.
Gordon is an expert beer judge, but not necessarily an expert brewer. As an opposing view, Jamil Z *is* an expert brewer, and he doesn't do step mashes. And personally, I only do step mashes "for fun" occasionally, but not because I believe it does a whole lot for the beer. The one exception might be for beers where you want to guarantee clarity and low body. You may incorporate a very brief 5-10 minute protein rest at 131 F for these beers. However, it's easily over-done or screwed up so typically I would not recommend this even.