Yes. Even on an unmodified (un-chipped) Wii, playing pirated games carries real risks:
The "Error 003" brick affected Korean Wiis updated via modded games. "Banner bricks" from bad WAD installs were rampant in the USB-loader era. While less common today, the risk remains non-zero.
If you've already used pirated games, run a sysCheck (homebrew app) to audit IOS versions and consult wii.guide for remediation.