Yes. WD removed in late 2015 the ability to remotely map a My Cloud through the WD2Go.com (now MyCloud.com) web portal (using WebDAV apparently). this was separate from the ability to locally map the My Cloud while on the same local network as the My Cloud.
https://community.wd.com/t/re-enable-remote-drive-mapping-through-mycloud-com/134944
Here is an example of what WD2Go.com used to look like. If one selected “Open in Explorer” it would “map” the My Cloud and one could access their My Cloud while in a remote location:
