No, but very unhealthy for the sturgeon, as it is killed to take out the roe. Most species are heavily overfished, and many are now very rare.
There are now sturgeon farms, which may be better, but it depends what they feed them on -- most fish farming involves indescriminate removal of all the small fish in the sea. Can't find much out about farmed sturgeon diet, but what I can find does not look good.
It can be very salty and, unless from an official source, the quality of the eggs and hygeine can be questionable. I agree with New Forester in that it is very bad for the Sturgeon populations and I disagree totally with farming fish. Whay pay hundreds of pounds for a few teaspoons of fish eggs - I can afford it but choose not to as it is pure snobbery - ditto Crystal champagne - it's for Gangsta Rappers and people who care more about looking good than being good. My chippy will do cod roe at a more reasonable price and this is a byproduct of cod processing so not as harmful (don't get me started on overfishing though).