No, their CR should be less, unless they are the only mob in the encounter. It isn't a rule, it is a guideline. It comes from PnP. When you design an adventure for 5th level characters, the encounters (not the creatures) are supposed to be CR5. If you use multiple creatures, they should be of lesser CR.
Because players in DDO are much much more powerful than their PnP equivalents, Turbine uses higher CR value encounters on a routine basis. That's a good thing, because the game would be dull otherwise. There are, unfortunately, unintended side effects.