Technically you do, but I guess it depends on the scenario. The new offside rule is a farce. The ball can be played to a player, and he's not offside until he touches it. If he realises he's off, he can just leave it for another player.
Don't even get me started on the phase of play sh*te.
That's a different scenario than the one that took place today.
IMO, if you're on the pitch you're interfering with play. The offside rule in its current state makes no sense, it's a relatively simple rule but FIFA have f*cked it up.