Not really. Meat, fish, fruit, vegetables and most nuts are unprocessed, and there are people who argue that's exactly what you should eat and nothing more.
Aren't most nuts roasted? I mean that's the same as cooking vegetables basically, so it should be fine. A lot of nuts do have added salt though, or caramelized sugar for extra goodness.
It depends on which shelf in the store you look for them. In the snacks section, they will be roasted and salted or sweetened or both. But you can find pure nuts in other sections, often among baking goods or close to the fresh vegetables section.