The answer would be "yes". That's survival of the fittest at work. Only recovering from an actual infection will give you lifelong immunity to a particular strain, and partial immunity to related strains. Immunity from the flu shot only lasts a relatively short time.

With the latest H1N1 pandemic scare, it was the elderly who were least vulnerable to infection since many of them had partial immunity from a similar flu decades ago. For the rest of us, the pandemic strain was totally new and we didn't have any natural immunity to it.