No. You don't need them over a show either unless they are subject to shower spray.

The wet/damp rated zone is that which is within the space that is BOTH within 3' horizontally and 5' vertically from the top of the tub or the shower threshold. It needs to be wet rated if subject to the shower spray, otherwise damp rated in that zone.

If you don't have the 5' clearance on that one that's only 2-1/2 feet away, you'll need to get an appropriate (damp/wet) rated one.