Yes, quite a lot of processors has notes that for optimum ADC results, the user should consider halting the processor core during the measurements. This isn't so common for processors with 8-bit ADC resolution, but when you get fast 10-bit, 12-bit or even higher-resolution ADC, the noise from the processor core can result in one or more bits of noise in the samples.

If capturing a DC level, this problem can be reduced by averaging multiple samples. But when capturing a constantly changing signal, you can't average multiple samples, so the quality of the sampled data directly follows from the amount of noise from the processor core.