Good question.
Short answer: "no".
Long answer - just as you don't need Athletics to defend yourself (escape from) a grapple if you have Acrobatics, I can see big monsters "bursting" the grapple using Might.
Of course, this only matters if the monster have Might proficiency. But I find it easier to accept that big brutish monsters have something primitive like "Might" than actual Athletics training.
Which is one reason for adding Might to the game

I do not like how fighters can wrestle down monsters much bigger and beefier than themselves, just because the designers didn't give them skill proficiencies. With Might I solve this particular issue without having to enter a discussion on why a monster has trained to swim and climb and wrestle. They aren't good grapplers (which you still need Athletics for), they are just hard to keep down because of their sheer Might!
Same with not getting shoved or pushed. No formal training needed - if you look mighty you probably are.