They do, but they also don't. They might not hurt me as bad if I was writing traditional Xianxia content, as people would expect them. But most readers going into magical girl stories expect Japanese names, or maybe English-friendly ones.
After all, it is the only complaint any of my readers have so far. "Chinese names make my brain hurt" kind of stuff. Which is understandable, it takes some getting used to. I remember when I first started reading them and it was quite difficult to keep track of who was who.
Then you just check the glossary or the post-chapter glossaries for their hanzi, which you can slap into a dictionary or browser of your choice to see what it means. For example, the MC, Zhou Xiuting's given name is 秀婷, aka refined/elegant/graceful and then graceful again, so the parents doubled down on wanting a graceful daughter.