No, that is not necessary. There is a transfer bus which can take you from a bus gate in the non-Schengen area of T5 to a bus gate in the non-Schengen area of T2. I believe it's gate F1 in T5. You'll have to undergo a quick security check before entering the bus, but there's no security on arrival T2, and no going through immigration. The whole process should, in theory, only take 10-15 minutes.