Yes. Diamond blades aren't magical cutting tools which can handle anything. Different grits, binding materials and segmentations optimize them for different tasks. It has to do with the abrasiveness, hardness, and composition of the material you want to cut.
If you get a diamond blade designed to cut ceramics, and use it on marble, you'll wear the blade out much faster than if you used a blade designed specifically for marble, because marble is more abrasive than ceramic materials. The more abrasive the material you want to cut is, the harder you want the binding agent to be. Since ceramics are harder and less abrasive than marble, the binding agent for such blades will be fairly soft, and will thus be worn down faster when used on abrasive materials.
Get tools meant for what you want to use them for. If you want to cut marble with the best finish and speed, get a marble blade, etc. It is the most economical and efficient solution in the long run, and it will yield the best results.
Most manufacturers have guides on what blades to use on what materials availible on their websites.