Yes. An I3C Slave is expected to monitor Broadcast CCCs; the special exception is for Hot-Join Slaves, as explained below.
The Slave should process all supported Broadcast CCCs, but it is required to process supported ones that affect Bus state. This includes the ENTHDRn CCCs (which turn the HDR Exit Detector on), as well as the ENEC and DISEC CCCs for whatever events the Slave supports (e.g., IBI).
As a practical matter the I3C Main Master will not generally use any CCCs other than Dynamic Address assignment while bringing up the I3C Bus, but it is allowed to use Bus state CCCs as needed.
For a Hot-Join Slave, this rule only applies once the Slave is safely on the I3C Bus and capable of starting a Hot-Join. So, as a general rule, the Slave will emit the Hot-Join request before the I3C Master is able to emit any Broadcast CCCs. However, after that, the Slave may see one or more Broadcast CCCs prior to being assigned a Dynamic Address.