Yes, you should. In addition to inspecting the interior, the home inspector may also take a look at the exterior. Some agents might tell you not to bother because the "association" is responsible. But guess who will be part of that association if you purchase the unit? YOU.
It is very possible that to keep HOA fees low an association may not be setting aside reserve funds as they should. It is important to find out by calling the management company see what the common charges cover, is there a reserve fund, are they planning any capitol improvements and how are they paying for them? Ask if any special assessments (additional contributions to repairs that you will be responsible to pay) are planned.
If the inspector looks at the exterior and spots a potential problem, call the management company to find out if the association is planning to fix it.
The idea is to avoid any surprises both inside and out!