It does depend. My theory had always been, at home,
when I had then in 12x24 corrals, I knew where they had been, and they would
knock out any "stuff" when we went down the trail. If they came home sound, no
need to check for rocks. :-)
Now, on pasture, they get cleaned usually, when
they get new shoes, or if I think they may have picked up a rock or something.
No issues, no thrush etc. I used to see more thrush and other issues with
friends in boarding stables that constantly picked, picked, picked at their
feet.