I would say it's been about ten years since I stopped washing all of the parts out of the box. I have occasionally had bits of paint life under masking tape too, but I attribute that to all of the handling those parts undergo during construction. I will sometimes clean off the model with Plastic Prep before painting, but not always.
On balance, I'd say it is not a bad idea to wash parts out of the box, but also, one should clean all surfaces immediately prior to painting. I guess my question would be, if I'm going to keep to cleaning before painting, why would I want to clean before construction? No big deal, just curious. And, I'm reminding myself to be more rigorous in my clean-before-paint process.