Yes, in general terms they do have to comply with Regulation (EU)1253/2014 (with the caveats/clarifications given in the Guidelines on Regulation (EU)1253/2014 and 1254/201413), except in the case of ATEX ventilation units, i.e. ventilation units "exclusively specified as operating in a potentially explosive atmosphere as defined in Directive 94/9/EC", which are out of scope of the Regulation (EU) 1253/2014, as specified in its Article 1.2.d.
Disclaimer: Please note that the European Commission cannot provide a legally binding interpretation of the EU legislation, as this is the sole competence of the European Court of Justice. Any remarks from the European Commission services are without prejudice to the position the Commission might take should related cases arise in a procedure before the Court of Justice.