The data Sony/MS provides tells us that a lot do, if many didn't, as in more than 60%, then online charges wouldn't be enforced as much as they are. Demand is most definitely there and it's not going away anytime soon, thus the online sub fee disadvantage shall stay. When it is dropped, only then does it stop being a disadvantage.
From the last reports from Sony, it was around one third of all PS4 users who pay for PS+. Still a lot to keep charging for multiplayer though. As for Xbox side, I think that the percentage of console owners who pay for Gold is higher than PS.