I have been rinsing my food for the last 1.5 years. I did so because I was dealing with a massive outbreak of vermitids and wanted to reduce particulates in the water. Eventually I starved out the vermitids (primarily via using DIY coral snow daily and shifting from less pellets to rinsed frozen). I will likely stop rinsing my frozen soon since I plan to switch to the AF4 frozen fish feeder so I travel for work a decent amount.
If you feed by hand then rinsing the frozen is not a bad idea. Very easy to do (I use a small handheld fine mesh strainer) The rinse off is high is phosphates (dissolve some cubes in RODI and test the phosphate levels). If you have high phosphate issues then rinsing can help. I have pretty low nutrient levels currently so that isn’t a concern for now. That said, I used to have very high phosphates (ie, above 1.0 ppm during my first year in the hobby).
For reference, I feed per day: 3.5 cubes of frozen, one sheet of nori, and three small feedings of TDO pellets. Also one clam a week and one cube of bloodworms to a scoly (split into two feedings). I have a 110 gallon display tank (125 gallln total system volume) and my phosphates are 0.04ppm and nitrates at 2.7ppm. I have a low coral load since I did a tank reset two months ago (replaced all of the rockscape and removed most of the old coral). Total biomass of my coral, including skeleton, could easily fit in a half gallon container—maybe even in a quart sized container. My fish are full bodied but the nutrients low. I was dosing ammonia for a bit when my nitrates became undetectable.