It is a good sign though. Especially if the anemone wasn't sticky before. It shows that the anemone is obtaining enough nourishment to produce, or use, nematocysts/venom, which are very biologically expensive to produce.
As Phil pointed out though, you can't take one aspect of an animal and conclude that it's healthy. I've had a mag in my care for roughly a year. It has become very sticky, but has virtually no feeding response. It stings the food, and holds on to it for quite a while. It eventually just lets it go though. Obviously something is wrong. I wouldn't consider the mag to be "healthy" even though it is very sticky.