Most do, but I've seen models without rear side windows, and models without rear door windows, but I've never seen one without either.
I own two of these, myself.
I'd have to research to see if they're made without any rear windows at all.
I did some for us because I was interested.
I used the Chevy.com tool to "build your own" and got this picture out of it, so yeah, the base "Express Cargo Van" has no windows. (Which kinda makes sense if you are hauling scaffolding, plumbing supplies, etc.)
Vaguely reminds me of: