Yes, by default the endereco code is only loaded on the necessary pages to save performance and loading time. The OnePageCheckout only needs to be added to the controller whitelist. This is easily done in the endereco module developer settings.
Up to Shopware 6.5: Simply add the controller name "OnePageCheckout" here. The endereco address check should then also be loaded on this page.
From Shopware 6.6: Simply add the controller name "onepagecheckout" here (all lower case). The endereco address check should then also be loaded on this page.