This depends very heavily on how you pick them up by the shell.
If you just grab the shell and pull, yes.
They can feel the touch on the shell though, and usually retreat into it when touched. When they do, if you slide them backward along their own slime trail (or if aquatic/wet surface, any direction), they lose suction and pop right off. No harm done.
I’ve never managed to kill a snail by handling, but I’m gentle about it.