I say flip a coin! It certainly won't hurt to run a sock. Actually I was surprised with my most recent build of just bleached rock and sand, and here's what ended up in the skimmer. And yes, I ran a sock at the same time...you can see it behind the skimmer. Assume the skimmate is coming from the rock cure.
If this was real live rock then I would say yes, use them, as there can be quite a bit of debri coming off the rock. Also if you are adding sand then a ton of sand powder can be collected in the socks without fouling your sump.