No, so long as you are ejaculating fine when you masturbate, you're fine.
Not every orgasm comes with ejaculation. For some, it's normal, for others it's a result of surgery or medication. If it continues to happen, you might want to talk to your doctor.
Are you on lock down or isolating? Has your routine been really affected? Stress can change a lot, so for now, don't worry too much. As long as you're ejaculating with masturbation, I wouldn't worry.
https://www.mayoclinic.org/symptoms/dry-orgasm/basics/definition/sym-20050906