Interesting question.
Well, my answer would be yes... as the Dharma is taught by the Buddha to eliminate all samsaric sufferings, so this would include all 6 realms. That's why Buddha is also known as the 'Teacher of devas'. All beings die, and when there is death, that's suffering. All beings including humans, sub-devas, devas etc... they all die and reincarnate, except Arhats, they do not die.
Just like what Big Uncle mentioned, being in this realm really can be intoxicating and distract them from Dharma. Being in the god realm doesn't necessarily mean that the person reincarnated there have an abundance of Dharma knowledge, because existing in all 6 realms depends solely on karma, to exist in the god realm, one merely need good karma of generosity and morality. Mind transformation or development through meditation of Dharma is not a pre-requisite to exist within this realm. Therefore, for most of the part, many devas are still ignorant towards the cyclic existence called Samsara. On top of that, with all the pleasures surrounding them, it is even more difficult to practice the Dharma.
However, there are devas that are particularly curious and seek the Dharma. Infact, there are gods that wish to be born into the human realm to practice the Dharma as they understand the unsatisfactory nature of existence despite all the pleasures that is available to their back and call.