It depends on your teacher and studio, and whether the class is uniform or not, but my answer to this will always be yes. I personally only wear a bra with a leotard when I'm uncomfortable with the amount of support in it. I wish I was flat so that I wouldnt need one because. But yeah I would definitely say that you shouldnt be wearing a visible bra with your ballet leotards unless you need one.
I found a beige colored one online that I use specifically for dance, it has clear straps, I reccomend that if you prefer to wear a bra with your leotards.
here's the link the one I use, I like it and it has clear straps