This is, of course, a matter of opinion. I would argue that there is no clear yes or no answer to this. The best answer would be something like “in some cases.” In addition, it depends on what we mean by “consult.”
Leaders should definitely be aware of what the people want done in any given situation. However, this does not mean that they should officially consult with the people. In other words, I do not think that there is any reason to run an opinion poll on each and every decision. In many cases, the people will not have well-formed opinions, particularly if the issue at hand is very complicated. Therefore, there is a general need for our leaders to have some idea about what the people think, but there is no real need for specific polling to be done every time there is an issue that the leaders must decide on.
Second, even if the leaders do consult with the people, it does not always mean that they should do what the people want. We elect our leaders to lead us, not to just slavishly follow what we say. They are typically better informed than we are and should have some leeway to do as they think best. If we think they made a mistake, we can vote them out later.
Finally, there are clearly times when it is not feasible to consult the people. For example, there are some decisions that rely on secret information. There are other decisions that are really complicated. There are still other decisions that must be made immediately. In these situations, it does not make sense to consult the people.