It doesn't hurt to check it, when I'm building a wheel I don't because of how I add tension. If I'm tensioning and my wheel isn't round and straight I can be pretty sure I started with a bent rim. Not usually an issue w/ carbon rims, definitely can happen w/ aluminum rims. When truing a wheel that someone has brought in to the shop I might check them at some point just so I know what's going on a little more precisely but normally not. I'm going to check the drive side for sure. If I get those tensions really even and the wheel is still out (and the NDS isn't obviously all over the place) I know the rim is bent. If I start running in to this I'll contact the customer and let them know their options: A wheel rebuild OR a wheel that's reasonably straight and round but won't stay that way for too long.