No. Depends upon the sickness, but for many, surely one of the reasons for not being at work is not to infect all the other staff. The other significant reason being that you're so poorly, you can't work.
However, being seen by your boss in, say, the local shopping centre or pub when you're supposed to be ill would not be a good idea. It just doesn't look right and would, naturally, make the boss a little suspicious.
But, personally, I usually feel better being outside in the cold when I have a cold, warmth seems to make it worse.