Does the player object need to be present in all scene for multiplayer?

I'm creating like a very basic multiplayer game wondering if multiplayer is only needed when the game loads? but what about before like at the title screen

 

Why should it be?
You can just script connecting on some UI element in main menu or something.

 

Don't just now start a Unet project. You'll run into headaches since it never got a proper bug shake out and was never finished, and since it was deprecated a year ago you're not going to find many people to answer questions. (player object implies Unet)