Asking the question is answering it: no, it doesn't. This is so natural that you never think about it until you really start considering it. The fact is, you need an interactive logon to process GPO or logon scripts. So other kinds of logon such as service logon or network logon do not have GPO applied. The same goes for managed service accounts (both kinds): no GPO.
Even stranger is that we don't seem to have this factoid documented. So until something better comes along, I guess this is it! Feel free to let me know if you find a solid reference.