“Sort of” is probably the right answer. Objects in DTC are associated only through a load balanced domain name (LBDN), so there is no inheritance in regard to Extensible Attributes (EAs). However, if the record is in a DNS zone (e.g., acme.com), there will be inheritance of the zone. Though this has not been tested, it’s likely the only way it would work.
There is one other consideration. Often aliases are used for records (e.g., server02.acme.com might be app2.acme.com in DTC, so app2.acme.com would really get its inheritance from server02.acme.com). In this case, the DTC object for EA inheritance would come from server02.acme.com. Inheritance is on the DNS record, not the “DTC server” in that menu.