Yes. 1095 has about the fastest quench speed requirement of any steel you're likely to come across. ATF was not designed as a quench oil, so there is no control of the vapor jacket during quench, leading to uneven and slow cooling in spots, which can lead to other structures other than the martensite you want.
Warming the oil will increase the quench speed by reducing viscosity. It should be hot to the touch, around 120. You should agitate vigorously to disrupt the vapor jacket. This will improve your quench and the homogeneity of the steel, and reduce warping.
Or you could spend $15 on a gallon of McMaster 11 second quench oil.
Some folks get good results with 1095 in "non quench oil" oils, but I have found it simpler not to fight with it and get a "proper oil". I don't miss the flame ups, fumes and burnt on crud either.