IMO, it's not one of those absolutely necessary things, but highly recommended. I find that cases seem to size better, look better, and I can find flaws easier when cases are cleaned. I clean them both before, and after sizing; the first time around to scrub the powder residue off, and the second time around to clean the lubricant off. I suspect that getting the powder off makes the sizing die last longer, and getting the lubricant off makes less case head thrust.
Others may disagree, but "OH well!"
Mike