According to a recent paper on the arXiv, they do. How credible is this result? The abstract says:
The detection of magnetic fields at high redshifts, and in empty intergalactic space, support the idea that cosmic magnetism has a primordial origin. Assuming that Maxwellian electromagnetism and general relativity hold, and without introducing any `new' physics, we show how the observed magnetic fields can easily survive cosmological evolution from the inflationary era in a marginally open Friedmann universe but fail to do so, by a very wide margin, in a flat or a marginally closed universe. Magnetic fields evolve very differently in open and closed Friedmann models. The existence of significant magnetic fields in the universe today, that require primordial seeding, may therefore provide strong evidence that the universe is marginally open and not marginally closed.