No, but it really keeps the leaves wet for a long time. That encourages rust.
Daylilies are quite salt tolerant. Pat Stamile told me that when he lived in New York, his plants would flood with salt water and they were never damaged. I'm not on the beach, just in the middle of the barrier island, 150 ft from the beach. We don't get real salt spray, but we do get salt mist. Doesn't seem to bother the plants.