Some embassies do require it, while for some, it depends on how a DV selectee is perceived. Per 9 FAM 302.8, DV selectees may be required to submit an I-134:
(U) Use of Form I-134, Affidavit of Support:
(a) (U) Because INA 212(a)(4)(C) and INA 213A require the use of Form I-864 for so many classes of immigrants, the use of Form I-134 has been reduced considerably. Nevertheless, there still are circumstances when Form I-134 will be beneficial. This affidavit, submitted by the applicant at your request, is not legally binding on the sponsor and should not be accorded the same weight as Form I-864. Form I-134 should be considered one form of evidence in conjunction with the other forms of evidence mentioned below.
(b) (U) If any of the following applicants need an Affidavit of Support to meet the public charge requirement, they must use Form I-134, as they are not authorized to use Form I-864:
(i) (U) Returning residents (SBs);
(ii) (U) Diversity visa applicants (DVs); and
(iii) (U) Fiancé(e)s (K-1s or K-3s).