Not at all... If the question is "how could an eye evolve" it's reasonable to start from a baseline of a complex organism that has sensory cells but lack eyes or even light sensitive sensory cells.
A cell sensing light can use the same type of nerves etc as other sensory cells, so there is no need to explain how a cell sensing light + a nerve + a central nervous system evolves in one step.
If you wonder how a nerve could evolve for example, that is a different question. If you have two cells and they can exchange chemical signals, which is useful in itself, you have the start of a nerve.
A cell sensing light can use the same type of nerves etc as other sensory cells, so there is no need to explain how a cell sensing light + a nerve + a central nervous system evolves in one step.
If you wonder how a nerve could evolve for example, that is a different question. If you have two cells and they can exchange chemical signals, which is useful in itself, you have the start of a nerve.