No, it does not, but it means that your body is accustomed to the intensity and nature of the exercises that you are doing.
I am not an advocate for workouts that leave you so sore the next day (or the days after that) that you are in substantial pain. But small changes in a workout can elicit new adaptations from your body, and you may experience this as a certain degree of soreness. Look at your workouts and assess the variety with which you challenge yourself. Try something new; a different type of class, use a ball instead of a bench.
You may well be such a well-rounded athlete that none of those things will bring on any amount of soreness. In that case I would pat you on the back and recommend that you keep doing what you are doing.