Yes, transmission losses impact final prices.
If you look at the total injection into the system for any period of time, you will find that it is greater than the total offtake from the system for that same period. The difference is transmission losses. Similarly, the value of the volume taken off the grid (nodal price times the volume at a node summed over all nodes) will be greater than the value of injections. In other words, losses first have to be generated before they can be lost and they have to be paid for.
Many other factors, besides transmission losses, also impact prices - for example, offer (supply) prices, transmission constraints, and the supply-demand balance, i.e. scarcity.
Perhaps take a look at this post and the links therein for a little more information about the model that determines prices in the wholesale market.