Yes. How you apply the paint / coating could be important because it affects how much of it you use over a period of time. You could be at greater risk if you are spraying because it:
Allows much more paint to be applied over the same period compared to a brush or roller. This causes a quick build up of high vapour levels. The paint is atomised, or broken down into fine droplets. A greater amount can therefore stay in the air that you are breathing than would be the case if a roller or brush were used. This is particularly so if poor spraying techniques are used. Breathing this mix of toxic air can make you very ill very quickly. In some circumstances, death may result. However, using a brush or roller can still produce these risks depending upon the paint / coating and where you are working.