Its not something I used to do either until i did a full correction on my dads redline red 350z, after polishing nothing was visible under 1000w halos or LED but there was definetly slight halos. It just took a few washes for them to appear.
Ever since then i have always washed the car (with optimum power clean, theres many others to use as well) after polishing. Its pretty amazing what you cant see through polishing oils/fillers. I use mainly menzerna polishes (SIP, 106 and 85rd) and i know all polishes arent created equal.
Also after adding this step to my process my OS and OCW seem to be lasting quite a bit longer.
I know this may seem a little OCD but since we are posting in a detailing section we are probably all OCD in one way or another...