"– Why do you never speak English? – I am so shy."
Translation:– Miksi sinä et puhu koskaan englantia? – Olen niin ujo.
No, it doesn't have to. It depends on subtle factors relating to topic, focus and emphasis. If you google "et koskaan puhu" and "et puhu koskaan", it seems more common to put it in the middle in this phrase, but changing "et" to "en" made th difference quite small. Also "en koskaan ole" was less common than "en ole koskaan" because the latter is the equivalent of the game "Never have I ever ..." . Finnish word order is very flexible.