No. All NFT metadata is kept and mapped into OpenSea and you will be able to read it under the NFT’s Properties and Stats sections.
Some of your NFTs' content, such as unlockable content, will only be available via The HISTORY® Channel NFT Marketplace. While not required, you will need to sign up to Xooa marketplace and connect your MetaMask wallet if you purchased an NFT on OpenSea without setting up Xooa marketplace account in order to gain access to this rich content.