Of course it does. You are not dead yet. Chemo knocks your body for 6 being pumped full of chemicals is not fun. I know friends and family who have suffered and endured it. Not only do they lose their appetite but the weight loss is shocking. Junk food would not help and you will find they can't stomach it anyway.
Plain healthy food is the only food that will help them get through as you need to maintain your strength. Chemo is not easy and it is a mind over matter experience and being healthy without other complications is vital. You need to give your body the strength to battle on and help fight the cancer.