No, creation of roles (users and/or groups) and databases are completely independent - whether you use SQL directly or the shell wrappers.
The reason they seem related is that by convention, for the provided shell tools, if one does not specify a database name explicitly the connection routine will fill in the unknown with the name of the (if applicable, mapped) user. But this is only convention/convenience and, for an application developer, not particularly useful since usually I'll have one application database and multiple authenticated users with varying roles within my application.