I think most double peonies will need some kind of support or another if they get rained on. When it is sunny and dry, the flowers can hold themselves up but not when they get wet.
Here is Lancaster Imp at a Peony Garden in PA. Picture taken in 2013. You can judge for yourself if it needs support.
Mother's Choice, picture also taken at the same Peony Garden
BYW, none of these bushes had any form of support.
