Yes they do and the data from PANTHER shows that healthcare workers who had not had a previous infection with the virus that causes Covid had some neutralising antibodies against the original virus (the one first found in Wuhan) but they did not have neutralising antibodies against the variants of concern. On the other hand, the healthcare workers who had been infected with the virus in 2020, had much higher levels of antibodies after a single dose of the vaccine, including higher levels of neutralising antibodies against the Beta and Gamma variants.
After two doses of the vaccine both groups of healthcare workers, those who had had infection and those who hadn't had good neutralising responses to the variants.