Yes, unfortunately. And I went to my contractor's pool showroom ahead of time to avoid this very issue. I waded around and felt the various surfaces with my hands and feet. Settled on the finest pebble. Seemed OK. But when it got installed I was disappointed (I was replacing plaster, so I was spoiled). I've grown a bit more accustomed to it. My feet are OK, but it's not comfortable to sit on, a natural, and mine would definitely take skin off elbows and knees is scraped just so (any areas that are not as tough as feet and hands). I didn't think to feel the showroom surfaces with my elbows!
I suppose winter feet (before you start walking around barefoot in the summer), would exacerbate the issue. You won't likely toughen up in just the pool. You'll need to walk around barefoot more, or something. Worse still, someone here warned me that pool surfaces tend to get rougher over time, they don't get smoother. So there's that. Learn how to manage your water with what they teach here, and your surface will likely stay smoother longer for it.
Worst case, depending on the actual product you used, you might be able to have it polished, which would smooth it out directly proportionally to the amount of money you want to spend having it done.
On the bright side, it'll last a lot longer and look better longer than plaster would. Does that help?