It can be the case, but it is not always the case and should not automatically be assumed to be the case. Sometimes sin just brings about collateral damage of its own and sometimes it could just be your lot.
John 9
1And as
Jesus passed by, he saw a man which was blind from
his birth.
2And his disciples asked him, saying, Master, who did sin, this man, or his parents, that he was born blind?
3Jesus answered, Neither hath this man sinned, nor his parents: but that the works of God should be made manifest in him.
Acts 12
20And Herod was highly displeased with them of Tyre and Sidon: but they came with one accord to him, and, having made Blastus the king's chamberlain their friend, desired peace; because their country was nourished by the king's
country.
21And upon a set day Herod, arrayed in royal apparel, sat upon his throne, and made an oration unto them.
22And the people gave a shout,
saying, It is the voice of a god, and not of a man.
23And immediately the angel of the Lord smote him, because he gave not God the glory: and he was eaten of worms, and gave up the ghost.
I would add, be very careful not to do things that prick your conscience.
Romans 14
5One man esteemeth one day above another: another esteemeth every day
alike. Let every man be fully persuaded in his own mind.
6He that regardeth the day, regardeth
it unto the Lord; and he that regardeth not the day, to the Lord he doth not regard
it. He that eateth, eateth to the Lord, for he giveth God thanks; and he that eateth not, to the Lord he eateth not, and giveth God thanks.
7For none of us liveth to himself, and no man dieth to himself.
8For whether we live, we live unto the Lord; and whether we die, we die unto the Lord: whether we live therefore, or die, we are the Lord's.
9For to this end Christ both died, and rose, and revived, that he might be Lord both of the dead and living.