No, Agile does not call for the need of HLD (or SRS, business requirements) document or LLD (or technical specification) to be associated with User Stories. These documents would be highly encouraged for the Waterfall process however.
Simply because Agile does not call for this doesn't mean that it shouldn't exist though. They are not mutually exclusive. One can theoretically manage an Agile project and still demand HLD and LLD documents however the case should be made if these documents bring value to the stakeholders.
It is highly encouraged in Agile to only do tasks that bring value to the stakeholder and most would argue these documents do not do this. They may bring value to the architects or to the developer, but the users and other stakeholders likely do not care about such things unless they specifically require them as deliverables.