No, it's not. WoSign, StartSSL and iirc Comodo create the private key in your browser. This functionality is afaik around since Netscape's first SSL-enabled browser and originally intended for client-side-certificates. Today it's implemened using the <keygen> tag [0].
This usually means, that you press a button in your browser, the Browser generates public+private key, stores them in your Keychain (OSX for example), sends the public key to the CA and the CA mails you the certificate.
It's really done in seconds and for Mail.app or iOS mail you just need to enable S/MIME and sign/encrypt. There are many tutorials out there for various MUA. Except of Android nearly every popular MUA can speak S/MIME including Outlook, Thunderbird… [1] and many tutorials are out there [2].
[0] https://developer.mozilla.org/en-US/docs/Web/HTML/Element/ke...
[1] https://gist.github.com/rmoriz/5945400#file-1_smime-clients-...
[2] http://kb.mozillazine.org/Getting_an_SMIME_certificate