No, the nests don't have to have an NC written. Even with "untitled" nests (nests with no NC), it won't let you modify items in ESTmep if they're nested. Batch processing jobs with nests carries the nests over, and even keeps the NC's for the nests if they're written. On the ESTmep side, we run a few scripts and exports for pulling costs from our system (something we don't deal with on the CAMduct side), so we have to be able to modify items.
Edit. By the way, duplicating a job through the Job Browser deletes the NC from the nests in the duplicate and disassociates them from the original, so deleting nests in a duplicate doesn't delete the NCs in the original.