First let's make sure we're talking about the same thing. I'm taking
fire opal to mean the reddish to honey colored transparent to
translucent opals which may or may not have play of color that
typically come from Mexico although there are other locations.
To answer your question no they don't always go opaque in sunlight.
But some do. In my own experience these are a minority. I had one
nice approx 3 carat step cut Mexican which after a year had
developed a cloudy white patch with a crescent-shaped crack around
it. Many, indeed most, others have stayed stable for years.
A recommended practice for Mexican and other susceptible opal is to
leave the rough out in the sun for six months or a year. If it
hasn't altered after that, it probably won't. Probably is the key
word. There are no absolutes but it's a reasonably safe bet.