Yes they do. I have one hedgehog that specifically poops and pees on the right corner of my back veranda. No matter how much i bleach that area, she justs keeps coming back at it. Even if she doesn't get out of her cage in months, she still recalls the area. If i happen to close the door of that veranda, she will scatter her poop on the left side of my kitchen wall (and without fail)
" With great power comes great electricity bill... "