..."Some, absolutely MUST be cleaned first. Others, not so much. "
I agree..some new pistols I've purchased are shipped/sold literally dripping in oil.
As usual, no one answer fits all situarions, as others have mentioned.
IF you choose to shoot a new gun first, (before cleaning)
SAFETY would dictate you check the bore, (for foreign objects, excess oil, foreign objects) before firing, any firearm.