Yes, mostly because the dust really needs to be rinsed off. This should be done with regular media as well. I guess in a regular pot it could be done after the plant is potted since the dust would be more easily washed out.
all my primeagra gets the same treatment: thorough, repeated rinses (ie, until the effluent is completely pristinely clear), followed by several hours of soaking in KLN solution (1 tsp/gallon). apparently KLN is only stable for a limited time once mixed, so I do the soak the night before or the morning prior to repotting. the rinse I do whenever.