Not necessarily. You could have a sensor that detects when the water reservoir is emptied that doesn't need logic - e.g.

• a floater with a magnet. If it reaches the bottom, a magnet sensor detects that the water now emptied (or in the coffee pot) or
• a temperature dependent resistor. If there's no more water, the temperature in the heater rises and the voltage rises on a wire. If the voltage (=temperature) is above a certain level you get a signal

You can then use those signals to do something like switch off the heater, change a light,... all without using a microcontroller. There's no programming needed for that. You might see things like transistors and some basic digital circuitry here but it's all very basic and still far from a microcontroller.