When reloading with progressives and high volume, most handgun shooters do not bother. However, for rifles (which I do not shoot anywhere near as much as handguns, and still use a single-stage), I clean each primer pocket.
So, it comes down to, do you consider it worth the effort and time it takes to pull the case from the machine (in the case of a progressive), to clean the pocket, and put it back into the progressive? Most high-volume handgun shooters, competitors do not seem to think so or think that it makes any difference inasmuch as it does not seem to affect accuracy or build up any more than one firing does.