Yep! They do.
It depends largely on your body type though. I have the Sedeux Diva harness, and it is a less expensive option for plus sized ladies (like me). It is nice because it has a padded back that allows you to stay comfortable when wearing it. When I've used it on girls I've only become irritated for a few minutes when once it wasn't adjusted properly and one of the connectors was rubbing up against me weirdly. That was my fault though for putting it on improperly.
When I've gotten strap on fucked the other girl was quite trim and used a g-string style harness of the Joque line. These are on the more expensive side but extremely worth it. They are comfortable, you can wash them, and they are beautiful looking.
The Joque line also carries a larger sized harness that is great for plus sized ladies, so don't count them out if you are. I know I am planning on buying a Joque harness as well.